Nonlinear Hybrid Continuous Discrete - Time Models

ATLANTIS S TUDIES IN M ATHEMATICS FOR E NGINEERING AND S CIENCE VOLUME 8 S ERIES E DITOR : C.K. C HUI

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Nonlinear Hybrid Continuous/Discrete-Time Models Marat Akhmet Middle East Technical University, Ankara, Turkey

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Atlantis Studies in Mathematics for Engineering and Science Volume 1: Continued Fractions: Volume 1: Convergence Theory – L. Lorentzen, H. Waadeland Volume 2: Mean Field Theories and Dual Variation – T. Suzuki Volume 3: The Hybrid Grand Unified Theory – V. Lakshmikantham, E. Escultura, S. Leela Volume 4: The Wavelet Transform – R.S. Pathak Volume 5: Theory of Causal Differential Equations – V. Lakshmikantham, S. Leela, Z. Drici Volume 6: The Omega Problem of all Members of the United Nations – E.N. Chukwu Volume 7: Boundary Element Methods with Applications to Nonlinear Problems – G. Chen, J. Zhou

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Preface

The dynamical systems theory was shaped by the investigation of stellar and planetary motions. The applications were later extended to isolated mechanisms, electronics and other processes. Analysis was dominated by assumptions of continuity and extension to infinity. At present we face new challenges, such as events with a finite life and models of large dimensions. The processes are interconnected, rather than isolated, and the motions are alternately continuous and discrete. To meet these challenges we need appropriate tools: differential equations with a discontinuous right-hand side, differential equations with impulses and hybrid systems. Hybrid systems are a recent concept in dynamical systems theory and have important applications. Hybrid dynamical systems have not been defined in a precise way yet. Roughly speaking, we call a model as hybrid if it is a combination of continuous and discrete dynamics. One can say that a system is hybrid if some of the dependent variables satisfy differential, while others - discrete equations. In addition, one may have a variable that satisfies a differential and a discrete equation alternately. More formal and general definitions of hybrid systems are given in [279, 280]. Further information can be found in [55, 80, 96, 97, 101, 128, 145, 194–196, 201, 209, 210, 213, 227, 231, 279, 280, 282, 338]. In the early 80’s, K. Cook, S. Busenberg, J. Wiener and S. Shah started developing a new type of differential equations. They called these differential equations with piecewise constant argument. Many interesting results and many applications of this theory have been produced in the last three decades. The existence and uniqueness of solutions, oscillations and stability, integral manifolds and periodic solutions, and numerous other issues have been intensively discussed. Besides the theoretical analysis, various models in biology, mechanics and electronics were introduced through these systems. The original method of investigation of these equations was based on the reduction to disvii

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Nonlinear Hybrid Continuous/Discrete-Time Models

crete systems. That is, only the values of solutions at moments that are integers or multiples of integers were discussed. Moreover, systems must be linear with respect to the values of solutions, if the argument is not deviated. These requirements significantly limit the theoretical depth of investigation, as well as the scope of real world problems that can be modeled using these equations. From the analysis of MathSciNet, we found that the number of papers on differential equations with piecewise constant argument published over the last ten and five years is 138 and 69, respectively. This number is 12 in 2009, and 11 in 2010. Thus, it is clear that the rate of publication is quite low and has not changed over the last ten years, and that a new methodological approach is necessary to develop the theory further. In the Conference on Differential and Difference Equations at the Florida Institute of Technology, 2005, it was proposed [8] to consider non-linear differential equations with a more general type of piecewise constant argument, and equivalent integral equations, as the basis of investigation. In our opinion, this line of thought should provide new direction for the theory. In this book, we will show in detail how this can be done. The reader will see that not only can the scope of problems studied be expanded through this approach, but one can also observe entirely new phenomena and deepen the parallelism with the theory of ordinary differential equations, despite the fact that the systems under discussion are functional differential equations. Next, a compartmental model of blood pressure distribution is considered. The systemic arterial pressure is assumed to be dominating. The heart contraction moments are supposed to be prescribed, and the cases where they behave periodically and almost periodically are examined. We also consider the case where the moments are defined recursively, so that chaotic phenomena appear. Additionally, the case where the moments are not prescribed and are variable is investigated. Finally, a biological model of integrate-and-fire oscillators is examined. The main result is the solution of the synchronization problem. That is, we find conditions that ensure that identical or not quite identical units of the system fire in unison. This problem is of extreme importance for the cardiac pacemaker research. Examples with numerical simulations are provided to validate the theoretical results, and prospects for further investigation are discussed. The first chapter serves as the introductory part of the book. We present the description of the systems and the main definitions, and outline the literature.

Preface

ix

In the following chapter, linear and quasilinear systems with argument functions that are both advanced and delayed, are considered. It is shown that the set of all solutions of the linear homogeneous equation is a finite-dimensional linear space under certain conditions. The fundamental matrix of solutions is built. For quasilinear systems, the integral representation formula is defined. Moreover, basic concepts of stability theory are provided for these equations. In the third chapter, we prove the reduction principle for differential equations with piecewise constant arguments. Theorems on the existence of integral manifolds, their stability, and the stability of the zero solution are proved. The fourth chapter is devoted to periodic solutions of perturbed linear systems. The method of the small parameter is used as an instrument in this chapter. Both non-critical and critical cases are investigated. Continuous and differentiable dependence of solutions on initial data is examined to prove the main results. Simulations are provided to illustrate the theoretical analysis. The stability of nonlinear systems is analyzed in the fifth chapter. We use the LyapunovRazumikhin technique, as well as the method of Lyapunov functions, to investigate stability. We apply the obtained theorems to prove the stability of the zero solution of the logistic equation. Differential equations with state-dependent piecewise constant argument are described in the sixth chapter. We analyze the conditions of existence and uniqueness of the solutions of these systems in a general case, and for quasilinear equations. Then periodic solutions and the stability of the zero solution are discussed. The theory of differential equations with discontinuous right-hand-sides and with variable moments of impulses shows the way to developing the theory of systems with state-dependent piecewise constant argument. The existence of almost periodic solutions is the main subject of the seventh chapter. Using Bohner type discontinuous almost periodic functions and the technique developed in [117], we prove that the exponential dichotomy is a sufficient condition for the existence of these solutions. The following chapter deals with the stability of neural networks. The biological explanations of advance and delay arguments are discussed. The methods of Lyapunov functionals and functions are applied to obtain the main results. Several examples are provided to illustrate the theorems. Blood pressure distribution is investigated in the ninth chapter. A model where the sys-

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Nonlinear Hybrid Continuous/Discrete-Time Models

temic arterial pressure dominates is developed. The existence of periodic, almost periodic motions, stability, and chaotic behavior are examined. We consider both cases where the moments of jumps of the pressure are prescribed, and where they are variable. In the last case the threshold concept is formalized. The last chapter of the book is devoted to the integrate-and-fire model of biological oscillators. This model is appropriate for cardiac pacemaker analysis, as well as for neural networks research. Mathematical models of integrate-and-fire biological oscillators, as far as we know, were initiated in [260,262]. In this book, a method of analysis of integrate-andfire models that consist of pulse-coupled biological oscillators is developed. The method is based on a thoroughly constructed map and the technique of investigation of differential equations with discontinuities at non-fixed moments. Synchronization and existence of periodic motions of identical and not quite identical oscillators are investigated. The second Peskin’s conjecture, [262], has been solved. The synchronized regime of identical oscillators admits moments of fire that are equally-distanced. Their discrete dynamics can be represented as a solution of simple differential equations, if needed. Consequently, the model belongs to the class of systems considered in our book. This book contains very recent results, and any comments and suggestions would be greatly appreciated. The author would like to thank Duygu Aru˜gaslan, Cemil B¨uy¨ukadalı, Mehmet Onur Fen, Mehmet Turan and Enes Yılmaz for discussions of the problems considered in the book and for collaboration on several joint papers.

Contents Preface

vii

1. Introduction

1

2. Linear and quasi-linear systems with piecewise constant argument 2.1 2.2 2.3 Notes

Linear homogeneous systems Quasi-linear systems . . . . Stability . . . . . . . . . . . . . . . . . . . . . . . . . . .

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3. The reduction principle for systems with piecewise constant argument 3.1 3.2 3.3 3.4 3.5 Notes

Introduction . . . . . . . . . . Existence of integral surfaces . Stability of the zero solution . Stability of the integral surface Reduction principle . . . . . . . . . . . . . . . . . . . . . . .

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4. The small parameter and differential equations with piecewise constant argument 4.1 4.2 4.3 Notes

Periodic solutions: the non-critical case Dependence of solutions on parameters Periodic solutions: the critical case . . . . . . . . . . . . . . . . . . . . . . . . .

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5. Stability

49 53 59 68 71

5.1

The Lyapunov-Razumikhin method . . . . . 5.1.1 Theoretical results . . . . . . . . . . 5.1.2 Examples . . . . . . . . . . . . . . 5.2 The method of Lyapunov functions . . . . . . 5.2.1 Main results . . . . . . . . . . . . . 5.2.2 Applications to the logistic equation Notes . . . . . . . . . . . . . . . . . . . . . . . . .

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6. The state-dependent piecewise constant argument 6.1 6.2 6.3

18 23 27 31

Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Generalities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Quasilinear systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xi

71 71 78 80 81 86 88 89 89 89 93

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Nonlinear Hybrid Continuous/Discrete-Time Models

6.4 Periodic solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98 6.5 Stability of the zero solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104 7. Almost periodic solutions 7.1 7.2 7.3 7.4 7.5 Notes

105

Introduction and Preliminaries . . . . Wexler sequences . . . . . . . . . . . Bohr-Wexler almost periodic functions Almost periodic solutions . . . . . . . Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

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8. Stability of neural networks 8.1 8.2 8.3 8.4 Notes

Introduction . . . . . Preliminaries . . . . Main results . . . . . Illustrative examples . . . . . . . . . . . .

105 108 112 114 116 119 121

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9. The blood pressure distribution

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9.1

Systemic arterial pressure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133 9.1.1 Background on systemic arterial pressure . . . . . . . . . . . . . . . . . . 133 9.1.2 The regular and irregular behavior of systemic arterial pressure when moments of the heart contraction are prescribed . . . . . . . . . . . . . . . . 135 9.1.3 Regular behavior of systemic arterial pressure with non prescribed moments of the heart contraction . . . . . . . . . . . . . . . . . . . . . . 140 9.1.4 Investigation of stability . . . . . . . . . . . . . . . . . . . . . . . . . . . 141 9.1.5 Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 142 9.2 The global model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143 9.2.1 Introduction and Preliminaries . . . . . . . . . . . . . . . . . . . . . . . 143 9.2.2 Bounded, periodic, eventually periodic and almost periodic solutions . . . 147 9.2.3 Stability and positiveness . . . . . . . . . . . . . . . . . . . . . . . . . . 152 9.2.4 Discussion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154 9.3 Chaotic dynamics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156 9.3.1 Introduction and Preliminaries . . . . . . . . . . . . . . . . . . . . . . . 157 9.3.2 Stability and positiveness of bounded and periodic solutions . . . . . . . . 158 9.3.3 Blood pressure dynamics as a special initial value problem: chaotic behavior160 9.3.4 Periodic solutions revisited. Eventually periodic solutions . . . . . . . . . 161 9.3.5 Chaos . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 164 9.3.6 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 169 Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 171

10.

Integrate-and-fire biological oscillators 10.1 10.2 10.3 10.4 10.5

Introduction . . . . . . . . . . . . . . . . . The prototype map . . . . . . . . . . . . . Non-identical oscillators . . . . . . . . . . The Kamke condition . . . . . . . . . . . . The delayed pulse-coupling . . . . . . . . . 10.5.1 The couple of identical oscillators .

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175 177 184 189 191 191

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10.5.2 Non-identical oscillators: the general case . . . . . . . . . . . . . . . . . 195 10.5.3 The simulation result . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197 Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197 Bibliography

201

Chapter 1

Introduction

It is observed, [280], that there are at least three scientific communities, which contribute to theory of hybrid systems: computer science, modeling and simulation, systems and control communities. The results of our book are about hybrid systems, which are obtained through modeling activity, and they are initiated in analysis of systems which operate in different modes, continuous and discrete. That is, we consider a narrow class of hybrid systems. Let us describe it more precisely. Denote by N, Z and R the sets of all natural numbers, integers and real numbers, respectively. The state variable in our book is finite dimensional, x ∈ Rn , n ∈ N. Denote by x(t) the position of the state variable, where t ∈ R is the time argument. Suppose that there is a discrete set of moments θk , k ∈ Z, which one calls, switching moments [279]. We shall call also θk , an event time [280]. If t is in the continuous part, then x(t) satisfies a differential equation, otherwise the value of jumps of x is evaluated by jumps equation [20]. With each event time we associate a switch and a jump. That is, at each event time an event occurs, such that variables x and t jump, and the right-hand-side of the differential equation and the jumps equation switch at the event time. If one specify a hybrid system, then events and switching moments have to be determined. If events are externally induced, then the switching and jumps are controlled, otherwise they are autonomous [280]. In chapters 2–8 we analyze hybrid systems without jumps equations. In the last two chapters jumps equations are considered to model blood pressure distribution and biological integrate-and-fire oscillators. Differential equations which we consider in the next seven chapters belong rather to a new class of hybrid systems. Definitely, they can be classified as differential equations with deviating argument or functional differential equations. Nevertheless, methods of investigations, which we will see in this book are different than those for functional differential equations. In pioneer papers they were reduced to discrete equations. We have found out a subclass of the systems, which is very close to ordinary differential equations in their 1

2

Nonlinear Hybrid Continuous/Discrete-Time Models

properties. Thus, one can say that these equations are in a focus of several theories of differential and difference equations. In this part of the book, it can be considered as a comprehensive introduction to the theory of differential equations with piecewise constant argument. We have given a rigorous theoretical background useful for the future analysis and indicated new problems. The results are not only development of a particular theory of differential equations. A bridge is built to the future strong connection between functional differential equations and differential equations with piecewise constant arguments. From another point of view, we find a subclass of differential equations with piecewise constant arguments, which in their properties is very close to ordinary differential equations. We try to extend the class of systems with piecewise constant argument, and simultaneously to restrict it such that the two classes of differential equation: ordinary and functional differential equations can be closer to each other. So, possibly the theory of the triad: 1) ordinary differential equations; 2) differential equations with piecewise constant arguments; 3) functional differential equations, can be developed in more strong connections. This is our idea, and we believe that our proposals may stimulate new investigations advancing the theory and adding to the previous significant achievements. Systematic study of theoretical and practical problems involving piecewise constant arguments was initiated in the early 80’s. Since then, differential equations with piecewise constant arguments have attracted great attention from the researchers in mathematics, biology, engineering and other fields. A mathematical model including piecewise constant argument was first considered by Busenberg and Cooke [65] in 1982. They constructed a first-order linear equation to investigate vertically transmitted diseases. Following this work, using the method of reduction to discrete equations, many authors have analyzed various types of differential equations with piecewise constant argument. The deep study of such equations has been initiated by Cooke and Wiener [85], Wiener [319], and Shah and Wiener [286], and in each of the areas: existence and uniqueness of solutions, asymptotic behavior, periodic and oscillating solutions, approximation, application to control theory, biomedical models and problems of mathematical physics, there appears to be ample opportunity for extending the known results. For specific references see [2–7], [43–45], [66, 67, 69, 70], [79–85], [93, 94], [110–112], [131–137], [139–144], [169–174], [176, 186], [204–206], [208, 211, 212, 224, 232, 235, 236, 238, 239, 245], [249–256], [258,263,283,284,286,287,291], [302–313], [317–330], [333–336], [340–345]. We should mention that the interest of differential equations with piecewise constant argument was emphasized in the paper “On Certain Problems in the Theory of Differen-

Introduction

3

tial Equations with Deviating Argument,” [238], where A. Myshkis shortly noted that “bordering on difference equations are the impulsive differential equations with deviating argument with impacts and switching, loaded equations (that is, those including values of the unknown solution for given constant values of the argument), equations x (t) = f (t, x(t), x(h(t))) with lagging arguments of the form h(t) = [t] (that is, having intervals of constancy), etc.” In [81], Cooke and Wiener point out that their attention was directed to these equations by the paper. However, the foundation of the theory was lied by K. Cooke, J. Wiener and their coauthors. Typical differential equations with piecewise constant arguments considered by K. Cooke and his coauthors are of the form dx(t) = f (t, x(t), x([t])), dt

(1.1)

dx(t) = f (t, x(t), x(2[ (t + 1)/2 ])), dt

(1.2)

or

where t ∈ R, x ∈ Rn , and [·] denotes the greatest integer function. Research of these equations is motivated by the fact that they represent a hybrid of continuous and discrete systems and thus combine the properties of both differential and difference equations. Equations (1.1) and (1.2) are hybrid continuous/discrete-time systems. Indeed, let us consider (1.1), since equation (1.2) can be described very similarly. It is easily seen that the sequence of integers is the sequence of switching moments, θk = k, k ∈ Z, for the system. If one considers the function f (t, x, w), then the choice of w = x([t]) determines the switch of the right-hand-side. The dynamics of the time is continuous as well as discrete. The discrete dynamics is defined by the equation θk+1 = θk + 1, θ0 = 0. Since the dynamics is provided by the greatest integer function inserted in (1.1), one can say that the switching is autonomous. Let us observe more carefully the role of differential equations with piecewise constant argument in the theory of differential equations and for applications. First of all, it should be mentioned that the large amount of results of the early stage is collected in the book [317]. This is the unique book, which contains the theory of differential equations with piecewise constant argument in its main part. One can also find interesting results of the theory in books [133] of K. Gopalsamy and [143] of I. Gy¨ori and G. Ladas, where stability and oscillatory solutions are discussed as well as the manuscript [93], where applications are widely presented. V. Lakshmikhantham and J. Wiener [328] prove existence and uniqueness theorems for the

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Nonlinear Hybrid Continuous/Discrete-Time Models

initial value problem x (t) = f (x(t), x(g(t))),

x(0) = x0 ,

(1.3)

where f is a continuous function, and g : [0, ∞) → [0, ∞), g(t)  t, is a step function, that is, it is constant and equal to g(tn ) on each interval [tn , tn+1 ), where {tn } is a strictly increasing sequence of real numbers with limn→∞ tn = ∞. In paper [327] the asymptotic behavior of a second-order differential equation with piecewise constant argument of the form x + ω 2 x(t) = −bx ([t − 1]),

(1.4)

where b and ω are positive constants, was studied. It was found that the last equation may generate periodic or even unbounded solutions whereas all solutions of the corresponding ordinary differential equation x + bx (t) + ω 2 x(t) = 0 tend to zero as t → ∞. The numerical approximation of differential equations is one of the benefits of differential equations with piecewise constant argument. The Euler scheme for a differential equation x (t) = f (x(t)) has the form xn+1 − xn = h f (xn ), where xn = x(nh) and h is the step size. One can consider it as the differential equation with piecewise constant argument x (t) = f (x([t/h] h)). In [139] it was realized that equations with piecewise constant arguments can be used to approximate delay differential equations that contain discrete delays. The results were used to compute numerical solutions of ordinary and delay differential equations. Later, in papers [140, 141] the results were extended. See, also [79]. Thus, limit relations between the solutions of differential equations with delay and the solutions of some differential equations with piecewise constant argument have been proved. Due to the the exceptional role of manifolds in the reduction of the dimensions of equations, it is natural that the exploration of manifolds as well as their properties and neighborhoods, is one of the most interesting problems. In [249–251] the subject was discussed for differential equations with piecewise constant argument. From the current literature, one can see that the interest on investigation of differential equations with piecewise constant arguments is continuously growing. Let us mention the published papers by grouping them in subjects below. Exceptionally many papers are about oscillatory solutions of these systems [2, 3], [5–7], [81–83, 85, 115, 121, 135, 136, 144, 172–174, 189, 190, 287, 305, 309, 322]. Advanced results of the theory of stability can be found in numerous articles [81, 131, 133, 211, 254, 256, 258, 291]. As it is well known, the problem of existence of periodic solutions and almost periodic solutions has been one of the most attractive topics in the qualitative theory of ordinary

Introduction

5

and functional differential equations since significance for the physical sciences. Authors of [44,161,170,171,283,333,336], [340–345] investigated the existence of almost periodic solutions. Examples of research articles on the existence of quasi-periodic solutions [186], and of periodic solutions [306–308, 310, 315, 318, 325] can be found. Green’s function and comparison principles were discussed in [67, 245]. One can find that the theoretical potential of the results mentioned above is determined by the method of investigation of differential equations with piecewise constant argument [65, 85, 286, 320]: the reduction of equations to discrete equations. Thus, extension of the theory have been very restricted and the tremendous number of results, known for ordinary differential equations, continuous functional differential equations were left out of analysis. To demonstrate the method of the reduction, we give the following simple example. Example 1.1. Consider the scalar equation dx = ax([t]), (1.5) dt where a is a real constant. Solve the equation with the initial condition x(0) = x0 , where x0 is a fixed real number. If t ∈ [0, 1], then the equation has a form dx = ax0 , dt and, consequently, x(t) = x0 (1 + at), x(1) = x0 (1 + a). Continue in this way to obtain that x(k + 1) = x0 (1 + a)k , k  0.

(1.6)

One must say the analysis of equation (1.5) on the basis of (1.6) is, in fact, the essence of the method of the reduction to discrete equations. Considering the model (1.6) we can find, for example, that if a = −2, then the solution of (1.5) is 2-periodic. Moreover, the zero solution is asymptotically stable if −2 < a < 0, and t0 = 0. One must emphasize that existence of solutions of (1.5), which starts at noninteger moments of time, and their stability need additional analysis. Simultaneously, the example shows that introduction of piecewise constant argument is similar to perturbation of equations and it produces oscillations for the Malthus model. The theoretical importance of the piecewise constant argument was emphasized in [238], but the first differential equation was formed in the paper [65]. It is very important that the system is a response to the application request. Consequently, we may underline that piecewise constant argument problems emerged first of all from the analysis of real world problems. Other than mathematicians, this class of differential equations has attracted the

6

Nonlinear Hybrid Continuous/Discrete-Time Models

attention of many scientists due to their wide range of applications in biology, mechanics, electronics, control theory, neural networks, biomedical models of disease [25–27, 38, 65, 66, 93, 94, 133, 204, 206, 216, 217, 224, 234–236, 284, 304, 306, 327]. The equations with piecewise constant arguments play an important role in mathematical modeling of biological problems. Busenberg and Cooke [65] constructed a first-order linear differential equation with piecewise constant argument to investigate vertically transmitted diseases. In several papers [45, 131, 133, 134, 204, 206, 235, 236, 283, 284, 304] authors investigated different types of population models based on logistic equations with piecewise constant arguments and obtained mathematical results on oscillations or chaotic behavior. In the paper [94], a direct analytical and numerical method independent of the existing classical methods for solving linear and nonlinear vibration problems was given with the introduction of a piecewise constant argument [Nt]/N. A new numerical method which produces sufficiently accurate results with good convergence was introduced. Development of the formula for numerical calculations was based on the original governing differential equations. For the details we refer to the interesting book of L. Dai [93]. Another application of differential equations with piecewise constant argument is the stabilization of hybrid control systems with feedback delay. Some of these systems have been described in [80]. Moreover, Magni and Scattolini [216] considered recently a new model predictive control algorithm for nonlinear systems based on differential equations with piecewise constant argument. The plant under control, the state and control constraints, and the performance index to be minimized are described in continuous time, while the manipulated variables are allowed to change at fixed and uniformly distributed sampling times. In so doing, the optimization is performed with respect to sequences, as in a discrete-time nonlinear model predictive control, but the continuous-time evolution of the system is considered as in a continuous-time nonlinear model predictive control. More precisely, the authors consider the following control system dx(t) = f (t, x(t), u(t)), t  0, x(0) = x0 , dt

(1.7)

where x and u are n and m dimensional vectors respectively, x is the state, and u is the input. The function f is continuously differentiable in its both arguments (x, u) ∈ X × U, where X and U are compact sets, both containing the origin as an interior point. If one denotes by Ts a suitable sampling period and tk = kTs , k nonnegative integers, the sampling instants, then the investigation goal is to find a “sampled” feedback control law: u(t) ≡ κ (t, x(tk )),

κ (t, 0) = 0, t ∈ [tk ,tk+1 ), which asymptotically stabilizes the origin of the associated closedloop system. For more details see [76, 216, 217, 269].

Introduction

7

The significance of the equations for practice can be seen from the following result. The authors of [234] investigated the damped loading system subjected to a piecewise constant voltage described by the equation of charge:

 [Nt] Lq (t) + Rq (t) +C q(t) = Aq , (1.8) N which was compared with a similar linear loading system governed by the following equa



−1



tion of charge Lq (t) + Rq (t) +C−1 q(t) = Aq(t).

(1.9)

They considered, through numerical simulation, the phenomena of sensitivity on the initial data, stability and existence of oscillating solutions. The ideology of anticipation [38,87,105,274] became very fruitful in applications of many mathematical theories in the last decades. The theory of differential equations is one of the most useful branches of mathematics in this sense. We can state that an anticipatory approach can also stimulate proper mathematical investigations [38, 87]. Anticipatory systems have been started to be considered in the context of our research to obtain criteria of existence of oscillatory solutions and stability criteria for these type of models. We suppose that involving an anticipatory assumption in a model means that we take into account not only objective external conditions, but a will, a wish, an anticipation of internal as well of external individuals, too. Anticipatory capability of species, which can be represented by an advance term might be utilized in maintaining the future populations at dynamical states with minimum risk of vanishing. As an evolutionary fact species which might have attained anticipatory capabilities have a higher chance of survival. Thus, we assume that anticipation is a highly realistic assumption for successful species. In our modeling of population dynamics, anticipation means a qualitative kind of prediction enriched by the active moment of decisions made at present real time. Moreover, it seems that complex of factors which are not necessary subjective can be considered as a reason of an anticipation. In various kinds of biological systems, we observe similar phenomena of a preadjusting or thresholds prediction. There are several possibilities to introduce anticipation in models. Those of the most adequate to the real world problems, and effective from the mathematical point of view are models with piecewise constant argument of advanced type. It is important to note that the equations provide the simplest examples of differential equations capable of displaying chaotic behavior. Let us see the following example. Example 1.2. Consider the initial value problem x (t) = (μ − 1)x([t]) − μ x2 ([t]), x(0) = x0 .

(1.10)

8

Nonlinear Hybrid Continuous/Discrete-Time Models

One can see that for t ∈ [n, n + 1), the corresponding ordinary differential equation is of the form x (t) = (μ − 1)x(n) − μ x2 (n). Then, by integrating the last equation from n to n + 1, we obtain the relation x(n + 1) = μ x(n)(1 − x(n)),

n = 0, 1, . . . .

which is the famous logistic map. Therefore, we conclude that, for example, if μ = 3.83, independent of choice of x0 , the unique solution of Eq. (1.10) exhibits chaos [98]. More complex examples, including application of the theorem ‘period three implies chaos’ [207] for differential equations with piecewise constant arguments can be found in [133, 189, 212]. In this book, the concept of differential equations with piecewise constant argument has been generalized by considering arbitrary piecewise constant argument. In addition, an integral representation formula has been developed as another approach of investigation, to meet the challenges discussed above. This is significant novelty in the theory, which is beneficial: we do not need additional assumptions on the reduced discrete equations; the new method requires more easily verifiable conditions similar to those for ordinary differential equations. So, investigation of the problems may become less cumbersome if this is applied. Detailed comparison of values of a solution at a point and at the neighbor moment, where the argument function has discontinuity, helps to extend the discussion. Our new approach based on the construction of an equivalent integral equation embraces the existence and uniqueness of solutions, dependence on initial data, and, exceptionally important is those of stability results. We consider the initial value problem in the general form, that is when the initial moment is an arbitrary real number, not necessarily one of the switching moments of the piecewise constant argument, as it was considered by our predecessors. Let us give a general description of the systems with piecewise constant argument. Since the main peculiarity is the involvement of piecewise constant functions as an arguments, it is reasonable to give at first the description on these functions. Fix an interval J ⊆ R. Denote by θ = {θi }, θ ⊂ J, a strictly ordered sequence of real numbers such that the set A of indices i is an interval of Z. Let, also, ζ = {ζi }, i ∈ A , be another sequence of elements of J. We do not impose any restriction on ζ . We say that a function, which is defined on J, is of the η -type, and denote it η (t), if it is equal to ζi if θi  t < θi+1 , i ∈ A . This is the most general type of argument-functions considered in our book. Specifically, we shall use the following η -type functions.

Introduction

9

We consider in our book the following subclasses of η -type functions. We say that a function is of the β -type, and denote it β (t), if ζi = θi , i ∈ A . One can see that the greatest integer function [t], which is equal to the maximal among all integers less than t, is a β (t) function with θi = i, i ∈ Z. Similarly, β (t) = 2[t/2] if θi = 2i, i ∈ Z. One can see a sketch of the graph of a β (t) function in Figure 1.1. x x=t

x = β( t)

θ

i-2

θ

θ

i-1

i

θ

Fig. 1.1

i+1

θ

i+2

t

The graph of the argument β (t).

We say that a function is of the γ -type, and denote it γ (t), if θi  ζi  θi+1 for all i ∈ A . One can easily find, for example, that 2[ t+1 2 ] is γ (t) function with θi = 2i − 1, ζi = 2i. In Figure 1.2 the typical graph of γ (t) function is seen. Fix a subset X × J of Rn+1 , where X is an open and connected set, J is an interval of R. It is a big interest to investigate systems of the following type x = f (t, x(t), x(η1 (t)), x(η1 (t)), . . . , x(ηk (t))),

(1.11)

where ηi , i = 1, . . . , k, are η -type functions. The function f (t, x, y1 , y2 , . . . , yk ) is assumed to be continuous in all of its arguments. We shall call systems of the form (1.11) as differential equations with piecewise arguments. Nevertheless, we restrict our interest, in this book, mainly with systems, where the argu-

10

Nonlinear Hybrid Continuous/Discrete-Time Models

x x=t

x = γ( t )

θ

i-2

θ

θ

i-1

i

θ

Fig. 1.2

i+1

θ

t i+2

The graph of the argument γ (t).

ments are of β or γ type. Thus, the following two systems, x = f (t, x(t), x(β (t))),

(1.12)

x = f (t, x(t), x(γ (t))),

(1.13)

and

are of the main interest in the book. They are hybrid continuous/discrete-time dynamics systems. Indeed, consider (1.13) as more general one. The sequence of switching moments is θk , k ∈ Z. If we set f (t, x, w), then the switching of the right-hand-side at the moment t = θk is defined by w = x(ζk ). Since the sequence of switching moments is prescribed, we have the event time controlled. Let us clarify that the argument function γ (t) is of mixed type. Fix k ∈ N and consider the system on the interval [θk , θk+1 ). Then, the identification function γ (t) is equal to ζk . If the argument t satisfies θk  t < ζk , then γ (t) > t and (1.13) is an equation with advanced argument. Similarly, if ζk < t < θk+1 , then γ (t) < t and, hence, (1.13) is an equation with delayed argument. Consequently, it is worth pointing out that the equation (1.13) is of mixed type.

Introduction

11

The subject of an additional interest is the system with piecewise constant arguments of the following form dx(t) = A(t)x(t) + f (t, x(θυ (t)−p1 ), x(θυ (t)−p2 ), . . . , x(θυ (t)−pk )), (1.14) dt n where x ∈ R , t ∈ R, υ (t) = i if θi  t < θi+1 , i = . . . − 2, −1, 0, 1, 2, . . . , is an identification function, θi is a strictly ordered sequence of real numbers, unbounded on the left and on the right, p j , j = 1, 2, . . . , m, are fixed integers. One can easily see that these equations belong to the more general class of systems (1.11), such that η j (t) = θυ (t)−p j , j = 1, 2, . . . , k. In this book we assume that the solutions of equations (1.12), (1.13) and (1.14) are continuous functions. But the argument-functions β (t) and γ (t) are discontinuous. Hence, being in the process of solution, the right-hand sides of the systems have discontinuities at moments

θi , i ∈ Z. Summarizing, we consider the solutions of the equations as continuous functions with discontinuous derivatives, and continuously differentiable within intervals [θi , θi+1 ), i∈A. Definition 1.1. A function x(t) is a solution of a differential equation with piecewise constant arguments on J, if (i) x(t) is continuous on J; (ii) the derivative x (t) exists for t ∈ J with the possible exception of the points θi , i ∈ A , where one-sided derivatives exist; (iii) the equation (1.12) ((1.13)) is satisfied by x(t) on each interval (θi , θi+1 ), i ∈ A , and it holds for the right derivative of x(t) at the points θi , i ∈ A . The following example shows that even for simple differential equations with piecewise constant argument solutions not always exist to the left, and moreover, difficulties with uniqueness may appear. Example 1.3. Consider the following equation x = 2x − x2 ([t]),

(1.15)

where x ∈ R, t ∈ R. Fix z ∈ R and let x(t) = x(t, 1, z), x(1) = z, be a solution of (1.15). Let us try to define the solution for t < 1. It is known that if t ∈ [0, 1] then x(t) satisfies the equation x = 2x − x2 (0). Denote x(0) = x0 , introduce an operator T : R → R such that T x0 = exp(2)x0 +

 1 0

exp(2(1 − s))x02 ds.

(1.16)

12

Nonlinear Hybrid Continuous/Discrete-Time Models

If x(t) exists on [0, 1] then the equation T x0 = z must be solvable with respect to x0 . But the last equation has a form [exp(2) − 1]x20 + 2 exp(2)x0 − 2z = 0. Since the latter can be solved not for all z ∈ R, not all solutions x(t, 1, z), z ∈ R, can be proceeded to t = 0. Further we shall consider the uniqueness of solutions continued to the left. Fix numbers x0 , x1 ∈ R, x1 = x2 , such that (x0 + x1 )(1 − exp(2)) = 2 exp(2). Denote x0 (t) = x(t, 0, x0 ) and x1 (t) = x(t, 0, x1 ), solutions of (1.15). For t ∈ [0, 1], they are solutions of the equations x = 2x − x02 and x = 2x − x12 , respectively. One can easily check that T x0 = T x1 , that is x0 (1) = x1 (1) and the solution x(t, 1, x1 (1)) of (1.15) can not be continued to the t = 0 uniquely. In Chapter 9 we investigate a model of the blood pressure distribution. The idea to consider the blood circulation as a discontinuous process is very popular in literature [53, 166, 177]. Denote P(t)− the value of systemic arterial pressure at time t  0. After some simplifications, one can show [166], Chapter 5, that the pressure P satisfies the following two equations dP(t) = −α P(t), if t = ti , dt where ti+1 − ti = T, i ∈ Z, T -positive fixed number, and P(ti +) = P(ti −) + I,

(1.17)

(1.18)

where I > 0 is fixed, P(ti +) and P(ti −) are values of systemic arterial pressure right after and before the heart contraction at time ti . One an rewrite the last two equations in the form of the following system dP(t) = −α P(t), t = ti , dt ΔP|t=ti = Ii ,

(1.19)

where ΔP|t=ti = P(ti +) − P(ti −), if we assume an particular case Ii+1 = Ii , i ∈ Z. System (1.19) which involves the differential equation and the jumps equation is a system of differential equations with impulses at fixed moments of time. Beside the system with with fixed moments of the heart contraction, we consider, in the chapter, a model with variable moments of jumps such that discontinuities of the systemic arterial pressure are committed when it achieves a special level P ∈ R, P > 0. In this case one can suppose that an impulsive differential equation which describes the systemic arterial pressure has the form dP(t) = −α P(t), dt ΔP|P=P = I,

P = P, (1.20)

Introduction

13

where P ∈ R, P  P, and α > 0, I > 0, are fixed real numbers. To investigate the blood pressure distribution globally, we propose a prototype compartmental model. Compartmental models have been effectively applied in chemistry [244], medicine [47, 139, 175, 191], epidemiology [237], ecology [223], pharmacokinetics [47, 57, 271, 292]. One can suppose that the total volume of the blood is constant in the time, and consequently all parts of the cardiovascular system should be involved if the blood flow problem is investigated. The pressure could be discussed also locally, as, for example, in [166, 202], where blood pressure for only compartment is considered. In our book we focus on the interactions of several parts of the system, but not all of them. It is assumed that there exists a mutual interaction of blood pressures in different parts of the system. The systemic arterial pressure, should be singled out, as it is disturbed impulsively with large simultaneous inflow of blood in the time of heart contraction. Other parts of the system do not directly undergo the impulsive action, so their change is continuous.

P0

P1

Fig. 1.3

P2

......

Pn

The compartmental model of the blood pressure.

Let C0 be the aorta and arteries, and P0 blood pressure in C0 . Moreover, denote Ci , i = 1, n, other vessels and organs, which adjoin to C0 , and have an essential influence on fluctuations of P0 , and Pi , i = 1, n, the blood pressure values in compartments Ci , i = 1, n (see Figure 1.3). We investigate that the pressure variables satisfy the following system of dif-

14

Nonlinear Hybrid Continuous/Discrete-Time Models

ferential equations with impulses dP0 (t) = −k0 P0 − g0 (P0 − P1 , P0 − P2 , . . . , P0 − Pm ), dt dP1 (t) = −k1 P1 + g1 (P0 − P1 ), dt dP2 (t) = −k2 P2 + g2 (P0 − P2 ), dt ...... dPn (t) = −km Pm + gm (P0 − Pm ), dt ΔP0 |t=θi = I0 + J0 (P0 ),

(1.21)

where ΔP0 |t=θi ≡ P0 (θi +) − P0 (θi ), P0 (θi +) = limt→θi + P0 (t). The theory of impulsive differential equations have been developed very intensively over the last decades (see [8, 19, 20, 36, 41, 42, 113, 119, 192, 193, 197, 278, 334] and papers cited there). There have been many studies that consider application of the theory to the fields of biology, mechanics and medicine; some examples of these works include [20, 192, 278]. Exponential decay of systemic arterial pressure in time starting from the systolic pressure of one heart beat towards the diastolic pressure, and a sudden jump from the diastolic pressure to the systolic pressure of the next cycle makes systemic arterial pressure a perfect candidate application for impulsive differential equations theory. From a mathematical perspective, existence and stability of periodic and almost periodic solutions in our manuscript can be considered as special cases of general results from [41, 42, 278], however, periodicity of solutions for equations with non fixed impulses, positiveness of solutions, ε -oscillatory behavior of systemic arterial pressure in connection with periodic as well with almost periodic solutions, and its asymptotic properties, have been studied for the first time in this book (see, also [32]). On the other hand, application of the theory of impulsive differential equations to the modeling of blood pressure has been investigated for the first time in all cases. The continuous/discrete dynamics of time presents in this chapter either through controlled switching moments explicitly or as settled dynamics, first of all periodic, implicitly. It is very important that the discrete dynamics of time can be chaotic with properly chosen discrete equations. Another model of heart beat using circle maps has been considered in [50, 124]. Last chapter of the book is devoted to analysis of integrate-and-fire biological models. The basic model under discussion is the model of the cardiac pacemaker. The cells that create rhythmical impulses for contraction of cardiac muscle, and control the heart rate, are called pacemaker cells. C. Peskin developed the model of a cell interacted with a stimulus [181]

Introduction

15

to a population of identical pulse-coupled oscillators [262]. Synchronization of the system, assumed as firing in unison was proved for two [262] and more than two [216] identical oscillators. The last paper has been the most stimulating intensive analysis of the problem [60, 109, 122, 188, 222, 285, 296, 298, 299]. In [24], we propose a method of investigation for pulse-coupled integrate-and-fire biological oscillators of the general type. It is efficient if they are not quite identical. The second Peskin’s conjecture, [262], has been solved. Sufficient conditions for synchronization are found. The present research utilizes results and proposals from [62, 95, 106, 107, 129, 181, 262, 331, 332]. The main object of the chapter is an integrate-and-fire model of n oscillators, xi , i = 1, 2, . . . , n. They satisfy the following equations xi = f (xi ) + φi (x).

(1.22)

The domain of the model consists of all points x = (x1 , x2 , . . . , xn ) such that 0  xi  1 +

ζi (x) for all i = 1, 2, . . . , n. If the oscillator x j increases from zero, and meets the surface such that x j (t) = 1 + ζ j (x(t)), then it fires, x j (t+) = 0. This firing changes the values of all oscillators with i = j, xi (t+) =



0

if xi (t) + ε + εi  1 + ζi (x),

xi (t) + ε + εi otherwise.

(1.23)

The coupling in the model is all-to-all. That is, each firing elicits jumps in all non-firing oscillators. If several oscillators fire simultaneously, then other oscillators react as if just one oscillator fires. In other words, the intensity of the signal is not important, and pulse strengths are not additive. The discrete dynamics of time is defined for synchronous regimes of the models. Exceptionally it is valid for identical oscillators.

Chapter 2

Linear and quasi-linear systems with piecewise constant argument

In this chapter we start investigation with the most simple linear systems of differential equations with piecewise constant argument. Then the analysis will be extended to quasilinear systems. Existence-uniqueness of solutions, the linear space of solutions, fundamental matrix, stability problems are under discussion. We consider the following two equations z (t) = A0 (t)z(t) + A1 (t)z(γ (t)),

(2.1)

z (t) = A0 (t)z(t) + A1 (t)z(γ (t)) + f (t, z(t), z(γ (t))),

(2.2)

and

where z ∈ Rn , t ∈ R. The argument-function γ was introduced in the last chapter. However, in this chapter, it is considered with J = R and A = Z. The equation (2.1) is a linear homogeneous system with argument-function γ (t), and equation (2.2) is a quasilinear system. The following assumptions will be needed throughout this chapter: (C1) A0 , A1 ∈ C(R) are n × n real valued matrices; (C2) f (t, x, y) ∈ C(R × Rn × Rn ) is an n × 1 real valued function; (C3) f (t, x, y) satisfies the condition

f (t, x1 , y1 ) − f (t, x2 , y2 )  L( x1 − x2 + y1 − y2 ),

(2.3)

for some positive constant L, and satisfies the condition f (t, 0, 0) = 0,

t ∈ R;

(C4) matrices A0 , A1 are uniformly bounded on R; (C5) infR A1 (t) > 0; (C6) there exists a number θ > 0 such that θi+1 − θi  θ , i ∈ Z; 17

(2.4)

18

Nonlinear Hybrid Continuous/Discrete-Time Models

(C7) there exists a number θ > 0 such that θi+1 − θi  θ , i ∈ Z; (C8) there exists a positive real number p such that lim

t→∞

i(t0 ,t) =p t − t0

uniformly with respect to t0 ∈ R, where i(t0 ,t) denotes the number of points θi in the interval (t0 ,t). Condition (C7) implies immediately that |θi | → ∞ as |i| → ∞. One can easily see that equations (2.1) and (2.2) have the form of functional differential equations z (t) = A0 (t)z(t) + A1 (t)z(ζi ),

(2.5)

z (t) = A0 (t)z(t) + A1 (t)z(ζi ) + f (t, z(t), z(ζi )),

(2.6)

and

respectively, if t ∈ [θi , θi+1 ), i ∈ Z. That is, these systems have the structure of a continuous dynamical system within the intervals [θi , θi+1 ), i ∈ Z. It is useful to specify the Definition 1.1 in the following way. Definition 2.1. A continuous function z(t) is a solution of (2.1), (2.2) on R if: (i) the derivative z (t) exists at each point t ∈ R with the possible exception of the points

θi , i ∈ Z, where the one-sided derivatives exist; (ii) the equation is satisfied for z(t) on each interval (θi , θi+1 ), i ∈ Z, and it holds for the right derivative of z(t) at the points θi , i ∈ Z. Remark 2.1. One can easily see that the last definition is appropriate for differential equations with β type arguments, as they also are γ functions. 2.1

Linear homogeneous systems

Let I be an n× n identity matrix. Denote by X(t, s), X(s, s) = I , t, s ∈ R, the fundamental matrix of solutions of the system x (t) = A0 (t)x(t)

(2.7)

which is associated with systems (2.1) and (2.2). We introduce the following matrixfunction

Linear systems

19

Notation 2.1. Mi (t) = X(t, ζi ) +

 t ζi

X(t, s)A1 (s)ds, i ∈ Z.

This matrix is very useful in what follows. From now on we make the assumption: (C9) For every fixed i ∈ Z, det[Mi (t)] = 0, ∀t ∈ [θi , θi+1 ]. Remark 2.2. One can easily see that the last condition is equivalent to the following one: det[I +

t

ζi X (ζi , s)A1 (s)ds] =

0, for all t ∈ [θi , θi+1 ], i ∈ Z.

Theorem 2.1. If condition (C1) is fulfilled, then for every (t0 , z0 ) ∈ R × Rn there exists a unique solution z(t) = z(t,t0 , z0 ), z(t0 ) = z0 , of (2.5) in the sense of Definition 2.1 if and only if condition (C9) is valid. Proof. Sufficiency. Fix a (t0 , z0 ) ∈ R × Rn . Without loss of generality assume that θi  ζi < t0  θi+1 , for a fixed i ∈ Z. We consider only the construction of the solution for decreasing t, since forward continuation can be investigated in a similar manner. Condition (C9) implies that the equation vi = X(ζi ,t0 )z(t0 ) +

 ζi t0

X(ζi , s)A1 (s)vi ds

can be solved for vi uniquely. Indeed, since we have  t0   I+ X(ζi , s)A1 (s)ds vi = X (ζi ,t0 )z(t0 ), ζi

multiplying both sides of the last expression by X(t0 , ζi ), we obtain vi = Mi−1 (t0 )z(t0 ). Define z(t) : [θi ,t0 ] → Rn as the unique solution of the system z (t) = A0 (t)z(t) + A1 (t)vi

(2.8)

with the initial condition z(t0 ) = z0 . One can easily see that z(ζi ) = vi . Consider, now, the interval [θi−1 , θi ]. Again, by condition (C9), the equation vi−1 = X (ζi−1 , θi )ψ (θi ) +

 ζi−1 θi

X(ζi−1 , s)A1 (s)vi−1 ds

is uniquely solvable with respect to vi−1 . Let z(t) be equal to the solution of the equation z (t) = A0 (t)z(t) + A1 (t)vi−1 ,

(2.9)

on [θi−1 , θi ] with the initial data (θi , ψ (θi )). Obviously, the solution exists and is unique, and z(ζi−1 ) = vi−1 .

20

Nonlinear Hybrid Continuous/Discrete-Time Models

Assume that we have defined the solution z(t) on the interval [θ j ,t0 ], j < i − 1. Then, the equation v j−1 = X (ζ j−1 , θ j )ψ (θ j ) +

 ζ j−1 θj

X (ζ j−1 , s)A1 (s)v j−1 ds

is uniquely solvable with respect to v j−1 . We assume that z(t) is a solution of the equation z (t) = A0 (t)z(t) + A1 (t)v j−1 ,

(2.10)

on [θ j−1 , θ j ], with the initial data (θ j , z(θ j )). Consequently, the function z(t) could be continued up to −∞ by induction. One can easily see that z(t) is the unique solution of (2.5) on (−∞,t0 ] by construction. Necessity. Assume that condition (C9) is not true for some fixed i ∈ Z and ξ ∈ [θi , θi+1 ]. That is, det Mi (ξ ) = 0. Definitely, ξ = ζi . If z(t) = z(t, ξ , z(ξ )) is a solution, then z(ξ ) = Mi (ξ )z(ζi ), and z(ζi ) could not be defined uniquely. This fact proves the necessity of (C9). 

The theorem is proved.

The last theorem is of major importance for this chapter. It arranges the correspondence between the points (t0 , z0 ) ∈ R × Rn and the solutions of (2.1) in the sense of Definition 2.1, and there exists no solution of the equation out of the correspondence. Using this assertion, we can say that the definition of the initial value problem for differential equations with piecewise constant arguments is similar to the problem for ordinary differential equations. Particularly, the dimension of the space of all solutions is n. Hence, the investigation of problems considered in this chapter does not need to be supported by the results of the theory of functional differential equations [133, 150]. The following useful, in some particular cases, assertion is implied by the proof of the last theorem. Theorem 2.2. Assume that condition (C1) is fulfilled, and a number t0 ∈ R, θi  t0 < θi+1 , is fixed. For every z0 ∈ Rn there exists a unique solution z(t) = z(t,t0 , z0 ) of (2.1) in the sense of Definition 2.1 such that z(t0 ) = z0 if and only if det[Mi (t0 )] = 0 and det[M j (t)] = 0 for t = θ j , θ j+1 , j ∈ Z. System (2.1) is a differential equation with a deviated argument. That is why it is reasonable to suppose that the initial “interval” must consist of more than one point. The following arguments show that in our case we need only one initial moment. Indeed, assume that (t0 , z0 ) is fixed, and θi  t0 < θi+1 for a fixed i ∈ Z. We suppose that t0 = ζi . The solution satisfies, on the interval [θi , θi+1 ], the functional differential equation z (t) = A0 (t)z + A1 (t)z(ζi ).

(2.11)

Linear systems

21

Formally, we need the pair of initial points (t0 , z0 ) and (ζi , z(ζi )) to proceed with the solution. Indeed, since z0 = Mi (t0 )z(ζi ) and the matrix Mi (t0 ) is nonsingular, we can say that the initial condition z(t0 ) = z0 is sufficient to define the solution. Theorem 2.1 implies that the set of all solutions of (2.1) is an n-dimensional linear space. Hence, for a fixed t0 ∈ R there exists a fundamental matrix of solutions of (2.1), Z(t) = Z(t,t0 ), Z(t0 ,t0 ) = I such that dZ = A0 (t)Z(t) + A1 (t)Z(γ (t)). dt Let us construct Z(t). Without loss of generality assume that θi < t0 < ζi for a fixed i ∈ Z, and define the matrix only for increasing t, as the construction is similar for decreasing t. We first note that Z(ζi ) = Mi−1 (t0 )I = Mi−1 (t0 ). Hence, on the interval [θi , θi+1 ], we have Z(t,t0 ) = Mi (t)Mi−1 (t0 ). Therefore −1 −1 Z(ζi+1 ) = Mi+1 (θi+1 )Z(θi+1 ) = Mi+1 (θi+1 )Mi (θi+1 )Mi−1 (t0 ),

and hence for t ∈ [θi+1 , θi+2 ], we have −1 Z(t,t0 ) = Mi+1 (t)Z(ζi+1 ) = Mi+1 (t)Mi+1 (θi+1 )Mi (θi+1 )Mi−1 (t0 ).

One can continue by induction to obtain i+1

−1 Z(t) = Ml (t) ∏ Mk (θk )Mk−1 (θk ) Mi−1 (t0 ),

(2.12)

k=l

if t ∈ [θl , θl+1 ], for arbitrary l > i. Similarly, if θ j  t  θ j+1 < · · · < θi  t0  θi+1 , then  i−1  Z(t) = M j (t) ∏ Mk−1 (θk+1 )Mk+1 (θk+1 ) Mi−1 (t0 ).

(2.13)

k= j

One can easily see that Z(t, s) = Z(t)Z −1 (s),

t, s ∈ R,

(2.14)

and a solution z(t) of (2.5) with z(t0 ) = z0 for (t0 , z0 ) ∈ R × Rn , is given by z(t) = Z(t,t0 )z0 ,

t ∈ R.

(2.15)

Differential inequalities Let I ⊆ R be an open interval, a scalar function f (t, x, y) is defined on Ω = [t0 ,t0 +T ]×I ×I, 0 < T. Function f is continuous in t except possibly moments θk , k ∈ Z, where it admits discontinuities of the first kind, and is locally Lipschitzian in the second argument.

22

Nonlinear Hybrid Continuous/Discrete-Time Models

Lemma 2.1. Assume that a continuous function u(t) satisfies u (t)  f (t, u(t), u(γ (t)),

(2.16)

for t0  t  t0 + T, and a continuous function v(t) is a solution of the equation v (t) = f (t, v(t), u(γ (t)), t0  t  t0 + T,

(2.17)

except possibly moments θk , k ∈ Z. Then u(t)  v(t), if u(t0 )  v(t0 ). Proof. Assume that θi  t0  θi+1 . One can easily verify the assertion, by using Theorem 4.1, [153] on the differential inequality for ordinary differential equations, on intervals [t0 , θi+1 ] and [θk , θk+1 ], k > 1, consecutively.



Example 2.1. Consider a non-negative function u(t) : R → R, which is continuous, continuously differentiable, except, possibly, points θk , k ∈ Z, where the right-side derivative exists. Assume that u(t) satisfies the differential inequality u (t)  a(t)u(t) + b(t)u(γ (t)), t0  t,

(2.18)

where a, b are non-negative piecewise continuous functions with discontinuities of the first kind at θk , k ∈ Z. The moment t0 ∈ [θi , θi+1 ], t0  ζi , is fixed. We assume that  ζi

 ζi s

e

a(r)dr

t0

 ζk θk

 ζk

e

s

b(s)ds < 1,

a(r)dr

b(s)ds < 1, k > i.

(2.19)

One can easily verify that these last inequalities relate to conditions of Theorem 2.2. Moreover, consider the linear equation v (t) = a(t)v(t) + b(t)u(γ (t)), t0  t,

(2.20)

and its solution v(t), v(t0 ) = v0 . By the last lemma u(t) satisfies u(t)  v(t), t  t0 , if u(t0 )  v0 . If t ∈ [t0 , θi+1 ], we have that u is not greater than the solution t

v(t) = e t0

a(s)ds

v0 +

 t

t

e

s

a(r)dr

t0

b(s)u(ζi )ds,

of the equation v (t) = a(t)v(t) + b(t)u(ζi ).

(2.21)

One can also verify that  ζi

u(ζi ) 

e t0

1−

 ζi t0

a(s)ds

 ζi

e

s

v0

a(r)dr b(s)ds

,

Linear systems

23

and

 ζi

t

u(t)  (e

t0 a(s)ds +

e t0

 t

a(s)ds

t

b(s)ds)v0 . 1 − t0 e Consider the initial moment t = θi+1 , and interval [θi+1 , θi+2 ]. We have that u(θi+1 )   ζi

e

 ζi

s

a(r)dr

s a(r)dr b(s)ds t0

v(θi+1 ). Consequently, u(t)  v(t) on the interval. Recursively we can obtain that the following inequality is correct

 ζl

t

u(t)  (e i+1

∏(e

 θk+1 θk

θl a(s)ds +

(e t0

 ζl

e

θl

 ζl s

 ζk

a(s)ds

+

k=l

 θi+1

1−

θl

e

1−

 ζk θk

 ζi

a(s)ds

+

1−

if t ∈ [θl , θl+1 ].

 ζi t0

e t0

 ζi

e

s

θk

e

 t

a(s)ds

a(r)dr b(s)ds θl

e

 θk+1

a(s)ds

 ζk

e

s a(r)dr b(s)ds θk

a(s)ds

t

 θi+1

a(r)dr

s

 θk+1

e

 θi+1

e

s

a(r)dr b(s)ds t0

s

b(s)ds) ×

a(r)dr

a(r)dr

b(s)ds) ×

b(s)ds)v0 ,

(2.22)

The results of this example will be useful in Chapter 4.

2.2

Quasi-linear systems

Let us consider system (2.2). One can easily see that (C4)–(C7) imply the existence of positive constants m, M and M such that m  Z(t, s)  M, X(t, s)  M for t, s ∈ [θi , θi+1 ], i ∈ Z. From now on we make the assumption (C10) 2ML(1 + M)θ < 1. Then, we can see that M(1 + M)Lθ eML(1+M)θ < 1, and the expression Notation 2.2. κ (L) =

MeML(1+M)θ 1−M(1+M)Lθ eML(1+M)θ

can be introduced. The following assumption is also needed: (C11) 2MLθ κ (L)(1 + M) < m. The following Lemma is the most important auxiliary result of this chapter. Lemma 2.2. Suppose that conditions (C1)–(C7), (C9)–(C11) hold, and fix i ∈ Z. Then, for every (ξ , z0 ) ∈ [θi , θi+1 ] × Rn , there exists a unique solution z(t) = z(t, ξ , z0 ) of (2.6) on [θi , θi+1 ].

24

Nonlinear Hybrid Continuous/Discrete-Time Models

Proof. Existence. Fix i ∈ Z. We assume without loss of generality that θi  ζi < ξ  θi+1 . Set z(t) 0 = max z(t) , take z0 (t) = Z(t, ξ )z0 and define a sequence {zk (t)} by [θi ,θi+1 ]

 zk+1 (t) = Z(t, ξ ) z0 + +

 t ζi

ζi ξ

X (ζi , s) f (s, zk (s), zk (ζi ))ds

X (t, s) f (s, zk (s), zk (ζi ))ds,

k  0.

The last expression implies that

zk+1 (t) − zk (t) 0  [2ML(1 + M)θ ]k+1 M z0 . Thus, there exists a unique solution z(t) = z(t, ξ , z0 ) of the equation

t  ζi z(t) = Z(t, ξ ) z0 + X(ζi , s) f (s, z(s), z(ζi ))ds + X (t, s) f (s, z(s), z(ζi ))ds, (2.23) ξ

ζi

which is a solution of (2.6) on [θi , θi+1 ] as well. This proves the existence. j

j

Uniqueness. Denote by z j (t) = z(t, ξ , z0 ), z j (ξ ) = z0 , j = 1, 2, the solutions of (2.6), where

θi  ξ  θi+1 . Without loss of generality, we assume that ξ  ζi . It is sufficient to check that for every t ∈ [θi , θi+1 ], z10 = z20 implies z1 (t) = z2 (t). We have that z1 (t) − z2 (t) = Z(t, ξ )(z10 − z20 ) + +

 t ζi

 ζi ξ

X(ζi , s)[ f (s, z1 (s), z1 (ζi )) − f (s, z2 (s), z2 (ζi ))]ds

X(t, s)[ f (s, z1 (s), z1 (ζi )) − f (s, z2 (s), z2 (ζi ))]ds.

Hence,

z1 (t) − z2 (t)  M z10 − z20 + MLθ (1 + M) z1 (ζi ) − z2 (ζi )

 t    +ML(1 + M) z1 (s) − z2 (s) ds. ξ

From the Gronwall-Bellman Lemma, it follows that

z1 (t) − z2 (t)  [M z10 − z20 + MLθ (1 + M) z1 (ζi ) − z2 (ζi ) ]eML(1+M)θ . In particular,

z1 (ζi ) − z2 (ζi )  [M z10 − z20 + MLθ (1 + M) z1 (ζi ) − z2 (ζi ) ]eML(1+M)θ , which gives us

z1 (ζi ) − z2 (ζi )  κ (L) z10 − z20 , and hence

z1 (t) − z2 (t)  κ (L) z10 − z20 .

(2.24)

Linear systems

25

Assume on the contrary that there exists t ∈ [θi , θi+1 ] such that z1 (t) = z2 (t). Then Z(t, ξ )(z10 − z20 ) = Z(t, ξ ) +

 ζi ξ

 t ζi

X(ζi , s)[ f (s, z1 (s), z1 (ζi )) − f (s, z2 (s), z2 (ζi ))]ds

X (t, s)[ f (s, z1 (s), z1 (ζi )) − f (s, z2 (s), z2 (ζi ))]ds.

(2.25)

We have that

Z(t, ξ )(z20 − z10 )  m z20 − z10 ,

(2.26)

and (2.24) implies that

Z(t, ξ ) +

 t ζi

 ζi ξ

X(ζi , s)[ f (s, z1 (s), z1 (ζi )) − f (s, z2 (s), z2 (ζi ))]ds

X(t, s)[ f (s, z1 (s), z1 (ζi )) − f (s, z2 (s), z2 (ζi ))]ds

 2MLθ κ (L)(1 + M) z20 − z10 .

(2.27)

Finally, we can see that (C11), (2.26) and (2.27) contradict (2.25). The lemma is proved.  Remark 2.3. Inequality (2.24) implies the continuous dependence of solutions of (2.2) on initial value. Theorem 2.3. Suppose that conditions (C1)–(C7), (C9)–(C11) are fulfilled. Then for every (t0 , z0 ) ∈ R × Rn there exists a unique solution z(t) = z(t,t0 , z0 ) of (2.2) in the sense of Definition 2.1 such that z(t0 ) = z0 . Proof. We prove the theorem only for decreasing t, but one can easily see that the proof is similar for increasing t. Let us assume without loss of generality that θi  ζi < t0  θi+1 for some i ∈ Z. Using Lemma 2.2 for ξ = t0 one can check that solution z(t) = z(t,t0 , z0 ) of (2.2) exists on [ζi ,t0 ] as a solution of (2.6) and is unique. Then conditions (C1)–(C3) imply that z(t) can be continued to t = θi , as it is a solution of the system of ordinary differential equations z = A0 (t)z(t) + A1 (t)z(ζi ) + f (t, z(t), z(ζi )) on [θi , θi+1 ). Next, using the lemma again, we can continue z(t) from t = θi to t = ζi−1 , and then to t = θi−1 . Since θi → −∞ as i → −∞, the induction completes the proof.



Lemma 2.3. Suppose that conditions (C1)–(C7), (C9)–(C11) hold. Then, the solution

26

Nonlinear Hybrid Continuous/Discrete-Time Models

z(t) = z(t,t0 , z0 ), (t0 , z0 ) ∈ R × Rn , of (2.2) is a solution, on R, of the integral equation  z(t) = Z(t,t0 ) z0 +

ζi

t0

X(t0 , s) f (s, z(s), z(γ (s))) ds

k= j−1

∑

+ +

Z(t, θk+1 )

 ζk+1 ζk

k=i  t

X (θk+1 , s) f (s, z(s), z(γ (s))) ds

X (t, s) f (s, z(s), z(γ (s))) ds,

ζj

(2.28)

where θi  t0  θi+1 and θ j  t  θ j+1 , i < j. Proof. We shall prove the Lemma only for θi < t0 < θi+1 < t  θi+2 . All other cases can be proved analogously. Consider at first t ∈ [θi , θi+1 ]. The solution uniquely satisfies the integral equation  t

z(t) = X (t, ζi )z(ζi ) +

ζi

X(t, s)A1 (s)z(ζi )ds +

 t ζi

X(t, s) f (s, z(s), z(γ (s)))ds.

Using the last expression one can easily see that  z(ζi ) = Mi−1 (t0 ) z0 −

t0

ζi

X(t0 , s) f (s, z(s), z(γ (s)))ds .

Hence, z(t) = Mi (t)Mi−1 (t0 )

 z0 −

t0

ζi

t X(t0 , s) f (s, z(s), z(γ (s)))ds + X(t, s) f (s, z(s), z(γ (s)))ds, ζi

and  z(θi+1 ) = Mi (θi+1 )Mi−1 (t0 ) z0 − +

 θi+1 ζi

t0

ζi

X (t0 , s) f (s, z(s), z(γ (s)))ds

X (θi+1 , s) f (s, z(s), z(γ (s)))ds.

Then, for t ∈ [θi+1 , θi+2 ], z(t) = X(t, ζi+1 )z(ζi+1 ) +

 t ζi+1

X(t, s)A1 (s)z(γ (s))ds +

 t ζi+1

X(t, s) f (s, z(s), z(γ (s)))ds,

and −1 z(ζi+1 ) = Mi+1 (θi+1 )[z(θi+1 ) −

 θi+1 ζi+1

X(θi+1 , s) f (s, z(s), z(γ (s)))ds].

Linear systems

27

Hence, −1 z(t) = Mi+1 (t)Mi+1 (θi+1 )[z(θi+1 ) −

+

 t ζi+1

 θi+1 ζi+1

X(θi+1 , s) f (s, z(s), z(γ (s)))ds]

X(t, s) f (s, z(s), z(γ (s)))ds

−1 = Mi+1 (t)Mi+1 (θi+1 ){Mi−1 (θi+1 )Mi−1 (t0 )[z0

− + − +

 t0

X(t0 , s) f (s, z(s), z(γ (s)))ds]

ζi  θi+1 ζi  θi+1 ζi+1  t ζi+1

X (θi+1 , s) f (s, z(s), z(γ (s)))ds X (θi+1 , s) f (s, z(s), z(γ (s)))ds}

X(t, s) f (s, z(s), z(γ (s)))ds

−1 = Mi+1 (t)Mi+1 (θi+1 )Mi−1 (θi+1 )Mi−1 (t0 )z0 −1 +Mi+1 (t)Mi+1 (θi+1 )Mi−1 (θi+1 )Mi−1 (t0 ) −1 +Mi+1 (t)Mi+1 (θi+1 )

+

 t ζi+1

+Z(t, θi+1 ) +

ζi+1

ζi

t0

X(t, s) f (s, z(s), z(γ (s)))ds

X(θi+1 , s) f (s, z(s), z(γ (s)))ds

X(t, s) f (s, z(s), z(γ (s)))ds

= Z(t,t0 )z0 + Z(t,t0 )

 t

 ζi+1

 ζi

 ζi+1 ζi

 ζi t0

X(t0 , s) f (s, z(s), z(γ (s)))ds

X (θi+1 , s) f (s, z(s), z(γ (s)))ds

X(t, s) f (s, z(s), z(γ (s)))ds.

The lemma is proved. 2.3



Stability

In this section, we assume that conditions (C1)–(C11) are fulfilled, and hence, all solutions of the considered systems are defined on the whole real axis and their integral curves do not intersect each other. For the stability investigation, we consider the systems on R+ = [0, ∞). Definitions of Lyapunov stability for the solutions of both discussed systems can be done in the same way as for ordinary differential equations. Let us formulate them. Definition 2.2. The zero solution of (2.1), (2.2) is stable if to any positive ε and t0 , there

28

Nonlinear Hybrid Continuous/Discrete-Time Models

corresponds a number δ = δ (t0 , ε ) > 0 such that x(t,t0 , x0 ) < ε , t  t0  0, whenever

x0 < δ . Definition 2.3. The zero solution of (2.1), (2.2) is uniformly stable, if δ in the previous definition is independent of t0 . Definition 2.4. The zero solution of (2.1), (2.2) is asymptotically stable if it is stable in the sense of Definition 2.2, and there exists a positive number κ (t0 ) such that if ψ (t) is any solution of (2.1), (2.2) with ψ (t0 ) < κ (t0 ), then ψ (t) → 0 as t → ∞. Definition 2.5. The zero solution of (2.1), (2.2) is uniformly asymptotically stable if it is uniformly stable in the sense of Definition 2.3, and for any ε > 0, we can find T (ε ) > 0 such that any solution ψ (t) of (2.1), (2.2) with ψ (t0 ) < κ , where κ is independent of t0 , satisfies ψ (t) < ε for t  t0 + T (ε ). Definition 2.6. The zero solution of (2.1), (2.2) is unstable if there exist numbers ε0 > 0 and t0 ∈ I such that for any δ > 0 there exists a solution yδ (t), yδ (t0 ) < δ , of the system such that either it is not continuable to ∞ or there exists a moment t1 , t1 > t0 such that

yδ (t1 )  ε0 . Let Z(t) be a fundamental matrix of (2.1). We can prove the following assertions, using representations (2.14) and (2.15) in exactly the same way as theorems for ordinary differential equations [87, 153]. Theorem 2.4. The zero solution of (2.1) is stable if and only if Z(t) is bounded on t  0. Theorem 2.5. The zero solution of (2.1) is asymptotically stable if and only if Z(t) → 0 as t → ∞. Theorem 2.6. The zero solution of (2.1) is uniformly stable if and only if there exists a number M > 0 such that Z(t)Z −1 (s)  M, t  s  0. Theorem 2.7. The zero solution of (2.1) is uniformly asymptotically stable if and only if there exist two positive numbers N and ω such that Z(t)Z −1 (s)  Ne−ω (t−s) , t  s  0. On the basis of the last theorems we can formulate the following theorems which provide sufficient conditions for the stability of linear systems. Theorem 2.8. Suppose (C1)–(C6) hold and Mk−1 (θk )Mk−1 (θk )  1, k ∈ N. Then the zero solution of (2.1) is stable.

Linear systems

29

Theorem 2.9. Suppose (C1)–(C6) hold and there exists a nonnegative number κ < 1 such that Mk−1 (θk )Mk−1 (θk )  κ , k ∈ N. Then the zero solution of (2.1) is asymptotically stable. Theorem 2.10. Suppose (C1)–(C7) hold. The zero solution of (2.1) is uniformly stable if

Mk−1 (θk )Mk−1 (θk )  1, k ∈ N. Theorem 2.11. Suppose (C1)–(C5), (C8) hold. The zero solution of (2.1) is uniformly stable if Mk−1 (θk )Mk−1 (θk )  1, k ∈ N. Theorem 2.12. Suppose (C1)–(C7) hold. The zero solution of (2.1) is uniformly asymptotically stable if there exists a nonnegative number κ < 1 such that Mk−1 (θk )Mk−1 (θk )  κ , k ∈ N. Theorem 2.13. Suppose (C1)–(C5), (C8) hold.

The zero solution of (2.1) is uni-

formly asymptotically stable if there exists a nonnegative number κ < 1 such that

Mk−1 (θk )Mk−1 (θk )  κ , k ∈ N. Interesting results comparable to the last theorems can be found in [317]. Example 2.2. Consider the following differential equation with piecewise constant function as argument x (t) = α x(t) + β x(γ (t)),

(2.29)

in which α , β are fixed real constants, the identification function γ (t) is defined by the sequences θi = κ i, ζi = θi + κ1 , i ∈ Z, where κ > 0, κ > κ1 > 0, are fixed numbers. We will find conditions on the coefficients and the sequences to provide uniform asymptotic stability of the zero solution. One can evaluate that Mi (t) = eα (t−ζi ) +

 t ζi

eα (t−s) β ds = eα (t−ζi ) +

β α (t−ζi ) e −1 . α

Then Mi (θi ) = e−ακ1 +

β −ακ1 (e − 1). α

Moreover, if we denote κ2 = κ − κ1 , then Mi−1 (θi ) = eακ2 +

β −ακ1 (e − 1), α

and Mi−1 (θi )Mi−1 (θi ) =

eακ2 + αβ (eακ2 − 1)

e−ακ1 + αβ (e−ακ1 − 1)

.

30

Nonlinear Hybrid Continuous/Discrete-Time Models

On the basis of Theorem 2.13 the inequality    eακ2 + β (eακ2 − 1)    α  <1  e−ακ1 + β (e−ακ1 − 1)  α

is necessary and sufficient for the zero solution to be uniformly asymptotically stable. It is of particular interest to consider the case when κ1 = 0 and κ1 = κ . Consider the first one. Then conditions from the last inequality imply that the zero solution is uniformly asymptotically stable if and only if α < 0 and |β | < −α . Similarly, if κ1 = κ , then for the zero solution to be uniformly asymptotically stable it is necessary and sufficient that one of the following two conditions is true: β < −α or −ακ

β > α 1+e . 1−e−ακ Let us obtain an evaluation of the fundamental solution Z(t,t0 ) of the equation using (2.12). Set

   eακ2 + β (eακ2 − 1)    α ξ = ,  e−ακ1 + β (e−ακ1 − 1)  α

and assume that condition of the uniform asymptotic stability is valid. Then ξ < 1 and min

θi tθi+1

Mi (t) = e−ακ1 +

β −ακ1 (e − 1), α

max Mi (t) = eακ2 +

θi tθi+1

β ακ2 (e − 1). α

Hence, for  ακ2

N = max e

 −1  β ακ2 β −ακ1 −ακ1 + (e − 1), e + (e − 1) e− ln ξ , α α

we have |Z(t,t0 )|  Ne

ln ξ κ

(t−t0 )

,

t  t0 .

If the zero solution of (2.1) is uniformly asymptotically stable, then by Theorem 2.7 there exist two numbers K  1 and ω > 0 such that Z(t, s)  Ke−ω (t−s) , t  s  0. Let γ (L) =

M . 1−2ML(1+M)θ

We may make the following assumption

(C12) 2K e2ωθ ML max(1, γ (L)) < ω . Theorem 2.14. Suppose (C1)–(C7), (C9)–(C12) are fulfilled and the zero solution of (2.1) is uniformly asymptotically stable. Then the zero solution of (2.2) is uniformly asymptotically stable.

Linear systems

31

Proof. If z(t) = z(t,t0 , z0 ) is a solution of (2.2), then by (2.23), (2.28) and assuming, without loss of generality, that t0 < ζi  · · ·  ζ j < t, we have that

z(t)  K e−ω (t−t0 ) z0 + K e−ω (t−t0 ) j

+ ∑ K e−ω (t−θk+1 ) +

k=i  t

ζj

 ζk+1 ζk

 ζi t0

2ML max(1, γ (L)) z(s) ds

2ML max(1, γ (L)) z(s) ds

2ML max(1, γ (L)) z(s) ds

 K e−ω (t−t0 ) z0 +

 t t0

2K e−ω (t−s−2θ ) ML max(1, γ (L)) z(s) ds.

If we set u(t) = z(t) K eω t , then the last inequality implies that u(t)  Ku(t0 ) +

 t t0

2K e2ωθ ML max(1, γ (L))u(s)ds.

Now, by virtue of the Gronwall-Bellmann Lemma, we obtain

z(t)  K e(−ω +2K e

2ωθ ML max(1,γ (L)))(t−t

0)

z0 .

The last inequality, in conjunction with (C11), proves that the zero solution is uniformly asymptotically stable. The theorem is proved.



Notes Since the method of reduction to discrete systems, presumes that an equation has to be solved explicitly or implicitly with respect to the values of the solution at switching moments, the most appropriate equations considered by the method are either linear systems or equations, where solutions present linearly if their argument is non-deviated. These equations have been investigated mostly in literature [2–7], [81–85], [121, 133, 143, 317]. Consequently, basic problems of the theory have been left out of the discussion. Some of these problems are: Existence of solutions with initial moments, which are not moments of switching of constancy; stability of solutions with an arbitrary initial moment; uniform stability, etc. The method of equivalent integral equations proposed in the papers [8–15] combined with the comparison of values of solutions at switching moments help to construct the fundamental matrix of solutions (2.13) and the Cauchy’s formula (2.28). These formulas will play decisive role for the theory, similar they have for ordinary differential equations. We attract the reader’s attention to the result that a linear differential equation with piecewise constant arguments has a finite dimensional space of solutions. It may be used as a basis for

32

Nonlinear Hybrid Continuous/Discrete-Time Models

a new deep analysis of functional differential equations. The main results of this chapter were published in [11] for the first time. Lemma 2.1 and results of Example 2.1 are newly obtained in this chapter. Based on these achievements, the theory of linear systems for differential equations with piecewise constant arguments can be effectively developed further. Using this method, in papers [13,263], asymptotic behavior of solutions of quasilinear systems with piecewise constant argument is analyzed.

Chapter 3

The reduction principle for systems with piecewise constant argument

3.1

Introduction

The theory of integral manifolds founded by H. Poincar´e and A. M. Lyapunov [215, 267] became a very powerful instrument for investigating problems of the qualitative theory of differential equations. Over the past several decades, many researchers have been studying the methods of reducing high dimensional problems to low dimensional ones. If we discuss this problem for long-time dynamics of differential equations, we should consider the Reduction Principle [264, 265]. For a brief history of the principle, the reader is referred to the papers [199, 219, 264]. As it is well known that the principle was utilized in the center manifold theory, as well as in the theory of inertial manifolds [68, 118, 155]. On the other hand, it is natural that the exploration of the properties and neighborhoods of manifolds is one of the most interesting problems of the theory of differential equations [59, 68, 74, 153, 180, 248, 268]. One should not be surprised that integral manifolds and the reduction principle are among the major subjects of investigation for specific types of differential and difference equations [39,51,73,75,100,118,149,150,200,249–251,268,294]. The main novelty of this chapter is to extend the principle to differential equations with piecewise constant arguments. Fix two real-valued sequences θi , ζi , i ∈ Z, such that θi < θi+1 , θi  ζi  θi+1 for all i ∈ Z, |θi | → ∞ as |i| → ∞, and there exists a number θ > 0 such that θi+1 − θi  θ , i ∈ Z. In this chapter we deal with the quasilinear system z = Az + f (t, z(t), z(γ (t))), where z ∈ Rn , t ∈ R, γ (t) = ζi , if t ∈ [θi , θi+1 ), i ∈ Z. We shall need the following assumptions throughout the chapter: (C1) A is a constant n × n real valued matrix; 33

(3.1)

34

Nonlinear Hybrid Continuous/Discrete-Time Models

(C2) f (t, x, z) is continuous in the first argument, f (t, 0, 0) = 0, t ∈ R, and f is Lipschitzian in the second and third arguments with a positive Lipschitz constant l such that

f (t, z1 , w1 ) − f (t, z2 , w2 )  l( z1 − z2 + w1 − w2 ) for all t ∈ R and z1 , z2 , w1 , w2 ∈ Rn . (C3) If we denote by λ j , j = 1, n, the eigenvalues of the matrix A, then there exists a positive integer k such that μ = max j=1,k ℜλ j < 0, and min j=k+1,n ℜλ j = 0, where ℜλ j denotes the real part of the eigenvalue λ j of the matrix A. By using the last condition, we can suppose, without loss of generality (C4)

 A=

B− 0



, 0 B+ where square matrices B− and B+ are of dimension k and n − k, respectively, λ j , j = 1, k, are the eigenvalues of the matrix B+ and λ j , j = k + 1, n, are the eigenvalues of the matrix B− . Equation (3.1) can be written as z = Az + f (t, z(t), z),

(3.2)

if t ∈ [θi , θi+1 ), z = z(ζi ), i ∈ Z. In other words, system (3.1) on [θi , θi+1 ), i ∈ Z, has the form of a special functionaldifferential equation z = Az + f (t, z(t), z(ζi )).

(3.3)

That is, (3.1) has the structure of a continuous dynamical system within intervals [θi , θi+1 ), i ∈ Z. In this chapter, we assume that the solutions of the equation are continuous functions. But the deviating function γ (t) is discontinuous. Thus, in general, the right-hand side of (3.1) has discontinuities at moments θi . As a result, we consider the solutions of the equation as functions, which are continuous and continuously differentiable within intervals [θi , θi+1 ), i ∈ Z. The theory of differential equations with piecewise constant arguments necessitates a more careful discussion of the initial value problem. In the sequel, we use the uniform norm T = sup{ T z : z  1} for matrices. It is known that there exists a constant Ω > 0 such that eA(t−s)  eΩ|t−s| , t, s ∈ R. Hence, one can show that eA(t−s)  e−Ω|t−s| , t, s ∈ R. The last two inequalities imply the following very simple but useful estimates: eA(t−s)  M, eA(t−s)  m, if |t − s|  θ , where M = eΩθ , m = e−Ωθ . From now on we make the assumption:

Reduction principle

35

(C5) Mθ eMθ < 1, 2Mθ < 1,

2M 2 θ eMθ < m. 1 − Mθ eMθ

Lemma 3.1. Assume that conditions (C1)–(C3), and (C5) are fulfilled, and fix i ∈ Z. Then for every (ξ , z0 ) ∈ [θi , θi+1 ] × Rn there exists a unique vector v ∈ Rn such that there exists a unique solution z(t) = z(t, ξ , z0 ) of (3.3) on [θi , θi+1 ] with z(ζi ) = v. Theorem 3.1. Assume that conditions (C1)–(C3), and (C5) are fulfilled. Then for every (t0 , z0 ) ∈ R × Rn there exists a unique solution z(t) = z(t,t0 , z0 ) of (3.1) in the sense of Definition 2.1 such that z(t0 ) = z0 . The proof of the last assertions can be verified exactly using the same procedure as Lemma 2.2 and Theorem 2.3. Analogously to the inequality 2.24 the following relation can be proved Mθ

z1 (t) − z2 (t)  M e

1+

Mθ eMθ

z20 − z10 , 1 − Mθ eMθ

(3.4)

which yields the continuous dependence on the initial value immediately. The last theorem is of major importance as well as Theorem 2.1. The correspondence between points (t0 , z0 ) ∈ R × Rn and solutions of (3.1) helps us to prove main theorems of this chapter. 3.2

Existence of integral surfaces

Definition 3.1. A set Σ in the (t, z)-space is said to be an integral set of system (3.1) if any solution z(t) = z(t,t0 , z0 ), z(t0 ) = z0 , with (t0 , z0 ) ∈ Σ, has the property that (t, z(t)) ∈ Σ, t ∈ R. In other words, for every (t0 , z0 ) ∈ Σ the solution z(t) = z(t,t0 , z0 ), z(t0 ) = z0 , is continuable on R and (t, z(t)) ∈ Σ, t ∈ R. Definition 3.2. A set Σ in the (t, z)-space is said to be a local integral set of system (3.1) if for every (t0 , z0 ) ∈ Σ there exists ε > 0, ε = ε (t0 , z0 ), such that if z(t) = z(t,t0 , z0 ) is a solution of (3.1) and |t − t0 | < ε , then (t, z(t)) ∈ Σ. Using condition (C4) we can write equation (3.1) in the following form du = B− u + f− (t, z(t), z(γ (t))), dt dv = B+ v + f+ (t, z(t), z(γ (t))), dt where z = (u, v), u ∈ Rk , v ∈ Rn−k , ( f − , f + ) = f (t, z(t), z(γ (t))).

(3.5)

36

Nonlinear Hybrid Continuous/Discrete-Time Models

Throughout the chapter we use fixed positive numbers σ and α such that α < σ < −μ , and denote

β=

 ∞ 0

(1 + t m )e−α t dt.

It is obvious that there exist constants K  1 and m ∈ N, m < n − k, such that

eB− t  Ke−σ t and e−B+ t  K(1 + t m ), for all t ∈ R+ = [0, ∞). We shall establish the validity of the lemma below. Lemma 3.2. Fix N ∈ R, N > 0, and assume that conditions (C1)–(C3) are valid. A continuous function z(t) = (u, v), z(t)  Ne−α (t−t0 ) , t  t0 , is a solution of (3.1) on R if and only if z(t) is a solution on R of the following system of integral equations u(t) = eB− (t−t0 ) u(t0 ) + v(t) = −

 ∞ t

 t t0

eB− (t−s) f− (s, z(s), z(γ (s)))ds,

eB+ (t−s) f+ (s, z(s), z(γ (s)))ds.

(3.6)

Proof. Necessity. Assume that z(t) = (u, v), z(t)  Ne−α (t−t0 ) , t ∈ [t0 , ∞), is a solution of (3.1). Denote

φ (t) = eB− (t−t0 ) u(t0 ) + ψ (t) = −

 ∞ t

 t t0

eB− (t−s) f − (s, z(s), z(γ (s)))ds,

eB+ (t−s) f+ (s, z(s), z(γ (s)))ds.

(3.7)

By straightforward evaluation we can see that the integrals converge, are bounded on [t0 , ∞), and, moreover, −σ (t−t0 )

φ (t)  Ke



N(1 + eαθ ) 1 σ (|t0 |+θ )

u(t0 ) + Kl + 2 max z(s) e e−α (t−t0 ) , σ −α σ [θi ,θi+1 ]

ψ (t)  Kl β N(1 + eαθ )e−α (t−t0 ) .

(3.8)

We can show that (φ (t) − u(t), ψ (t) − v(t)) is a continuously differentiable on R satisfying u (t) = B− u(t), v (t) = B+ v(t) with the initial condition φ (t0 ) − u(t0 ) = 0. Assume on the contrary that ψ (t0 ) − v(t0 ) = 0. Then ψ (t) − v(t) is not a decay solution, which contradicts (3.8). Thus, φ (t) − u(t) = 0, ψ (t) − v(t) = 0 on R. Sufficiency. Suppose that z(t) is a solution of (3.6). Differentiating z(t) in t ∈ (θi , θi+1 ), i ∈ Z, one can see that the function satisfies (3.1). Moreover, letting t → θi +, and remembering that z(γ (t)) is a right-continuous function, we find that z(t) satisfies (3.1) on [θi , θi+1 ). The Lemma is proved.



Reduction principle

37

For convenience, we adopt the following notation below

1 αθ p = K(1 + e ) +β . σ −α In what follows we mainly use the same technique in [264]. See also [68, 248]. We assume that the following condition 2p < 1

(3.9)

is fulfilled in the sequel. Theorem 3.2. Suppose that conditions (C1)–(C5) are fulfilled. Then, there exists a function F(ζi , u), i ∈ Z, satisfying F(ζi , 0) = 0,

(3.10)

F(ζi , u1 ) − F(ζi , u2 )  pK u1 − u2 ,

(3.11)

for all i, u1 , u2 , such that a solution z(t) of (3.1) with z(ζi ) = (c, F(ζi , c)), c ∈ Rk , is defined on R and satisfies

z(t)  2K c e−α (t−ζi ) , t  ζi .

(3.12)

Proof. Let us apply the method of successive approximations to system (3.6). Denote z0 (t) = (0, 0)T , zm = (um , vm )T , m  0, um+1 (t) = eB− (t−ζi ) c + vm+1 (t) = −

 ∞ t

 t ζi

eB− (t−s) f− (s, zm (s), zm (γ (s)))ds,

eB+ (t−s) f+ (s, zm (s), zm (γ (s)))ds.

First we need to show that

zm (t)  2K c e−α (t−ζi ) , t  ζi , m  0.

(3.13)

Indeed, z0 satisfies the relation. Assume that zm−1 satisfies (3.13). Then 2K 2 (1 + eαθ ) −α (t−ζi ) e

c , σ −α

vm (t)  2β K 2 (1 + eαθ )e−α (t−ζi ) c ,

um (t)  K e−σ (t−ζi ) c +

(3.14)

and (3.13) are valid provided that (3.9) is given. Similarly, one can establish the following inequality

zm+1 (t) − zm (t)  K c (2p)m e−α (t−ζi ) .

(3.15)

38

Nonlinear Hybrid Continuous/Discrete-Time Models

The last inequality and assumption (3.9) imply that the sequence zm converges uniformly for all c and t  ζi . Let z(t, ζi , c) = (u(t, ζi , c), v(t, ζi , c)) be the limit function. It is obvious that the function is a solution of (3.6) with t0 = ζi . By Lemma 3.2, z(t, ζi , c) is a solution of (3.1), too. We have that u(ζi , ζi , c) = c, v(ζi , ζi , c) = −

 ∞ ζi

eB+ (t−s) f+ (s, z(s, ζi , c), z(γ (s), ζi , c))ds.

Denote F(ζi , c) = v(ζi , ζi , c). Since

vm (t, ζi , c1 ) − vm (t, ζi , c2 )  pK c1 − c2 , m  1,

(3.16)

inequality (3.11) is valid, and (3.10) is obvious. The theorem is proved.



For every i ∈ Z, consider a set Ψi of continuous functions on R such that if ψ ∈ Ψi then there exists a positive constant Kψ , satisfying ψ (t)  Kψ e−α (t−ζi ) , if ζi  t. Lemma 3.3. For every ζi , i ∈ Z, c ∈ Rk , the system u(t) = eB− (t−t0 ) c + v(t) = −

 ∞ t

 t ζi

eB− (t−s) f− (s, z(s), z(γ (s)))ds,

eB+ (t−s) f+ (s, z(s), z(γ (s)))ds.

has only one solution from Ψi . Proof. If z1 (t) and z2 (t) are two bounded solutions of the system on [ζi , ∞), then by straightforward evaluation one can show that sup z1 (t) − z2 (t)  2p sup z1 − z2 .

[ζi ,∞)

[ζi ,∞)

Hence, in the light of (3.9) the lemma is proved. Let us denote by

Si+



the set of all points from the (t, z)-space (z = (u, v)) such that t = ζi ,

v = F(ζi , u). Lemma 3.4. If z(t, ζi , z0 ) is a solution of (3.1) from Ψi , then (ζi , z0 ) ∈ Si+ . Proof. Assume that z(t) ∈ Ψi , z(t) = z(t, ζi , z0 ) = (u, v), is a solution of (3.1). It is obvious that u(t) = eB− (t−ζi ) u(ζi ) + v(t) = eB+ (t−ζi ) κ − where

κ = v(ζi ) +

 ∞

 ∞ ζi

t

 t ζi

eB− (t−s) f− (s, z(s), z(γ (s)))ds,

eB+ (t−s) f + (s, z(s), z(γ (s)))ds,

eB+ (ζi −s) g− (s, z(s), z(γ (s)))ds,

(3.17)

Reduction principle

39

and the improper integral converges and is bounded on [ζi , ∞). But conditions (C3), (C4) on eigenvalues of matrix B+ imply that eB+ (t−ζi ) κ → 0 as t → ∞ only if κ = 0. In other words, z(t) satisfies (3.6) with t0 = ζi . Hence, by Theorem 3.2 and Lemma 3.3 (ζi , z0 ) ∈ Si+ . 

The Lemma is proved. Let us introduce the following set of points in the (t, z)-space S+ = {(t, z) : ζi  t < ζi+1 , z = z(t, ζi , z0 ), (ζi , z0 ) ∈ Si+ , for some i ∈ Z}. Theorem 3.3. S+ is an invariant set in the sense of Definition 3.1. Proof. Consider the following two cases in turn.

a) Assume that (t0 , z0 ) ∈ Si+ , z0 = (u0 , v0 ) for a fixed i ∈ Z. That is, t0 = ζi and v0 = F(ζi , u0 ). Consider the solution z(t), z(ζi ) = z0 . We shall need to show that (t, z(t)) ∈ S+ for all t ∈ R. We know that z(t)  2K c e−α (t−ζi ) , t  ζi . If j > i, then from the last expression it follows that

z(t)  2K u0 e−α (ζ j −ζi ) e−α (t−ζ j ) , t  ζ j . That is z(t) ∈ Ψ j , and by Lemma 3.4 (ζ j , z(ζ j )) ∈ S+j . If j < i then

z(t)  max max z(t) , 2K u0 eα (ζi −ζ j ) e−α (t−ζ j ) , t  ζ j , [ζ j ,ζi ]

and again z(t) ∈ Ψ j . We have obtained that (ζ j , z(ζ j )) ∈ S+j for all j ∈ Z. Consider now point (t, z(t)), ζ j < t < ζ j+1 , for some j ∈ Z. We have already shown that z(t) ∈ Ψ j . That is, (ζ j , z(ζ j )) ∈ S+j , z(t) = z(t, ζ j , z(ζ j )) and (t, z(t)) ∈ S+ by the definition of S+ . In the light of above discussion one can conclude that (t, z(t)) ∈ S+ for all t ∈ R. b) Assume that (t0 , z0 ) ∈ S+ 



+ i∈Z Si .

Then ζ j < t0 < ζ j+1 for some j ∈ Z. By definition

of S there exists a solution z(t) = (u, v) = z(t, ζ j , z1 ), z(ζ j ) = z1 , (ζ j , z1 ) ∈ S+j , such that +

z0 = z(t0 ). Particularly,

z(t)  2K u(ζ j ) e−α (t0 −ζ j ) e−α (t−t0 ) , t  t0 . By repeating the discussion in part (a) for the solution and applying the existence and uniqueness Theorem 2.1, one can verify that (t, z(t)) ∈ S+ for all t ∈ R. The theorem is proved.



On the basis of Theorem 3.3, Lemmas 3.2 and 3.4 we can conclude that there exists an invariant surface S+ of equation (3.1), such that every solution starting at S+ tends to zero as t → ∞.

40

Nonlinear Hybrid Continuous/Discrete-Time Models

Let z(t) = (u, v) be a solution on S+ . From the proof of the previous theorem it follows that for every t0 ∈ R, z(t)  K(t0 , z(t0 ))e−α (t−t0 ) , t  t0 , where K(t0 , z(t0 )) is a positive constant. Next, It can be shown in the same way as for Lemma 3.4 that the solution satisfies the following equation u(t) = eB− (t−t0 ) u(t0 ) + v(t) = −

 ∞ t

 t t0

eB− (t−s) f− (s, z(s), z(γ (s)))ds,

eB+ (t−s) f+ (s, z(s), z(γ (s)))ds.

If t = t0 in the last equation, then u(t0 ) = u(t0 ), v(t0 ) = −

 ∞ t0

eB+ (t−s) f+ (s, z(s,t, u(t0 )), z(γ (s),t, u(t0 )))ds.

That is, if (u, v) ∈ S+ then v = F(t, u), where F(t, u) = −

 ∞ t

eB+ (t−s) f+ (s, z(s,t, u), z(γ (s),t, u))ds.

It is obvious that F(t, u) is a continuous function in both arguments. Theorem 3.4. Assume that conditions (C1)–(C5) are fulfilled. Then for an arbitrarily small  and a sufficiently small Lipschitz constant l there exists a function G(ζi , v), i ∈ Z, positive α from Rn−k to Rk , satisfying G(ζi , 0) = 0,

(3.18)

G(ζi , d1 ) − G(ζi , d2 )  P d1 − d2

(3.19)

for all d1 , d2 , such that a solution z(t) of (3.1) with z(ζi ) = (G(ζi , v0 ), v0 ), v0 ∈ Rn−k , is defined on R and satisfies

z(t)  D v0 e−α (t−ζi ) , t  ζi ,

(3.20)

where P, D > 0 are constants. Proof. Let us denote κ =

σ 2

and η (t) = z(t)eκ t . Then system (3.1) is transformed into the

following form dξ = (B− + κ I)ξ + g− (t, η (t), η (γ (t))), dt dω = (B+ + κ I)ζ + g+ (t, η (t), η (γ (t))), dt

(3.21)

where η = (ξ , ω ), I is an identity matrix, η (γ (t)) = z(γ (t))e−κγ (t) , and g(t, z, y) = (g− , g+ ) = eκ t f (t, ze−κ t , ye−κγ (t) ). It is easy to see that the function g(t, z, y) satisfies the

Reduction principle

41

Lipschitz condition in z, y with a constant  eκθ , and the eigenvalues of the matrices B− + κ I and B+ + κ I have negative and positive real parts, respectively, such that

μ + κ = max ℜλ j (B− + κ I) < −σ + κ < 0, j=1,k

and min ℜλ j (B+ + κ I) = κ > 0.

j=k+1,n

Fix a positive number κ < min{σ − κ , κ } = κ . There exists a positive number K such that

e(B− +κ I)(t−s)  Ke−κ (t−s) , t  s, and

e(B+ +κ I)(t−s)  Keκ (t−s) ,

t  s.

In order to finish the proof we need the following two assertions which can be proved similarly to Lemma 3.2 and Theorem 3.2. Lemma 3.5. Fix N ∈ R, N > 0, and assume that conditions (C1)–(C3) are valid. A con < κ , t  t0 , θ j < t0  θ j+1 , is tinuous function η (t) = (ξ , ω ), η (t)  Neα (t−t0 ) , 0 < α a solution of (3.21) on (−∞,t0 ] if and only if η (t) is a solution of the following system of integral equations

ξ (t) =

 t −∞

e(B− +κ I)(t−s) g− (s, η (s), η (γ (s)))ds,

ω (t) = e(B+ +κ I)(t−t0 ) ω (t0 ) +

 t t0

e(B+ +κ I)(t−s) g+ (s, η (s), η (γ (s)))ds.

(3.22)

Lemma 3.6. Assume that conditions (C1)–(C5) are fulfilled. Then for an arbitrary α1 ∈ (0, κ ) and a sufficiently small Lipschitz constant l there exists a function G(ζi , u), i ∈ Z, satisfying G(ζi , 0) = 0,

(3.23)

G(ζi , d1 ) − G(ζi , d2 )  Pl d1 − d2 ,

(3.24)

where P is a positive constant, and such that ξ0 = G(ζi , ω0 ) defines a solution η (t) of (3.1) with η (ζi ) = (G(ζi , ω0 ), ω0 ) and

η (t)  2K ω0 eα1 (t−ζi ) , t  ζi .

(3.25)

42

Nonlinear Hybrid Continuous/Discrete-Time Models

One can show that if η (t, r, c) = (ξ , ω ) is a solution of (3.1) such that ω (r) = c, then G(t, ω ) =

 t

−∞

e(B− +κ I)(t−s) g− (s, η (s,t, ω ), η (γ (s),t, ω ))ds.

(3.26)

Next, applying the inverse transformation z(t) = η (t)e−κ t we can define a new function G(ζi , v) = e−κ t G(ζi , veκ t ) and check that

G(ζi , v1 ) − G(ζi , v2 )  Pl v1 − v2 , and z(t)  2K v0

e(α1 −κ )(t−ζi ) ,

(3.27)

t  ζi , if u0 = G(ζi , v0 ). If we denote now D = 2K

 > 0 such that the last and choose κ sufficiently close to κ then we can take α1 = κ − α inequality implies (3.20). The theorem is proved. S+ ,

  an integral surface S0 such

Using the equation ξ = G(t, ω ) we can define, similarly to that every solution of (3.21) starting on S0 tends to the origin as t → −∞. Let us denote by S0 the integral set defined by the equation u = G(t, v).

3.3

Stability of the zero solution

The stability is investigated for t0 = 0 in the theory of differential equations with piecewise constant argument where the argument is delayed [85, 317]. Nevertheless, Theorem 3.1 and continuous dependence on the initial value allow us to investigate stability, assuming that the initial moment t0 can be an arbitrary real number, and there is not any necessity to involve the concept of initial interval for an initial value problem despite the fact that (3.1) is an equation with a deviating argument. Thus we arrive that definitions of stability for differential equations with piecewise constant arguments under conditions of our book coincide with the definitions for ordinary differential equations [153]. Additionally to the definitions of the Section 2.3 we consider the following one. Definition 3.3. The zero solution of (3.1) is exponentially stable if there exists an α > 0, and for every ε > 0 and t0 there exists a δ (ε ,t0 ) > 0, such that

z(t,t0 , z0 )  ε e−α (t−t0 ) for all t  t0 , whenever z0 < δ . If the δ above is independent of t0 , then the zero solution is uniformly exponentially stable. Together with Theorem 3.2 with k = n and inequality (2.24), the following assertion is valid. Theorem 3.5. Assume that conditions (C1), (C2) and (C5) are fulfilled, and all eigenvalues of the matrix A have negative real parts. Then the zero solution of (3.1) is uniformly exponentially stable if the Lipschitz constant l is sufficiently small.

Reduction principle

3.4

43

Stability of the integral surface

We shall introduce a notion of stability for an integral set [68, 264, 336]. Let M ⊂ R × Rn and M(σ ) be an integral surface of (3.1) and the intersection of M with the hyperplane t = σ , respectively. Moreover, we denote by d(z, M(t)) the distance between a point z ∈ Rn and the set M(t), t ∈ R. Definition 3.4. M is a stable integral surface of (3.1), if for any ε > 0 there exists a number

δ > 0, δ = δ (ε ,t0 ), such that if d(z0 , M(t0 )) < δ , then d(z(t,t0 , z0 ), M(t)) < ε for all t  t0 . Definition 3.5. M is a uniformly stable integral surface of (3.1) if the δ above is independent of t0 . Definition 3.6. A stable integral surface M is stable in large, if every solution of (3.1) approaches M as t → ∞. Lemma 3.7. If the Lipschitz constant l is sufficiently small, then for every solution z(t) = (u, v) of (3.1) there exists a solution μ (t) = (φ , ψ ) on S0 such that

u(t) − φ (t)  2K u(ζi ) − φ (ζi ) e−α (t−ζi ) ,

v(t) − ψ (t)  K u(ζi ) − φ (ζi ) e−α (t−ζi ) , ζi  t,

(3.28)

where α is the coefficient defined for Theorem 3.2. Proof. Fix a solution z(t, ζi , z0 ) of (3.1). Denote by μ (t, ζi , d) = (φ , ψ ) a solution of (3.1) such that ψ (ζi , ζi , d) = d, φ (ζi , ζi , d) = G(ζi , d). Let us carry out the transformation X (t) = u − φ (t),

Y (t) = v − ψ (t),

(3.29)

in system (3.1) and denote Z = (X ,Y ). The transformed equation has the form dX = B− X + Q− (t, Z(t), Z(γ (t)), d), dt dY = B+Y + Q+ (t, Z(t), Z(γ (t)), d), dt

(3.30)

where Q(t, X,Y, d) = (Q− , Q+ ) = f (t, z(t), z(γ (t))) − f (t, μ (t), μ (γ (t))). One can see that Q satisfies the Lipschitz condition with respect to Z and d, with the same constant l. In view of the Theorem 3.2 and according to (3.10), (3.11) there exists a function F such that  ζi , X , d) defines a set for (3.30) which satisfies the following properties the equation Y = F(  ζi , 0, d) = 0, F(  ζi , X1 , d) − F(  ζi , X2 , d)  pK X1 − X2 .

F(

(3.31)

44

Nonlinear Hybrid Continuous/Discrete-Time Models

Using formulas similar to (3.14), one can see that every solution Z(t), Z(ζi ) =  ζi , X0 , d)), satisfies (X0 , F( 2K 2 (1 + eαθ ) −α (t−ζi ) e

X0 , σ −α

Y (t)  2β K 2 (1 + eαθ )e−α (t−ζi ) X0 .

X(t)  Ke−σ (t−ζi ) X0 +

(3.32)

Let us show that there exist X0 and d such that for solutions z(t) and (X (t),Y (t)) of systems (3.1) and (3.30), respectively, we have X(t) = u(t, ζi , z0 ) − φ (t),

Y (t) = v(t, ζi , z0 ) − ψ (t).

The last equalities for t = ζi have the form X0 = u0 − G(ζi , d),

 ζi , X0 , d) = v0 − d. F(

(3.33)

Now, we consider the system as an equation with respect to X0 and d and we need to show that it has a solution for every pair (u0 , v0 ). Equation (3.33) implies that  ζi , u0 − G(ζi , d), d). d = v0 − F(

(3.34)

Applying properties (3.31) of the function F and equality (3.34) we can write that

d − v0  pK u0 − G(ζi , d) . Using the fact that the function G satisfies the Lipschitz condition and the inequality d − v0  pK u0 − G(ζi , v0 ) + pK G(ζi , d) − G(ζi , v0 ) , one can show that

d − v0 

pK

u0 − G(ζi , v0 ) . 1 − pPK2

(3.35)

We assume that 1 − pPK2 > 0, pK(1 + P)  1, and will consider the ball B = {d :

d − v0  u0 − G(ζi , v0 ) }. Inequality (3.35) implies that (3.34) transforms B into itself, and by Brauer’s theorem there exists a fixed point of the transformation. Denote the point by d. Substituting d into the first equation of (3.33) we obtain the value X 0 . The pair (X 0 , d) satisfies system (3.33). Now, applying (3.32), (3.9) and the theorem of existence and uniqueness we complete the proof of the Lemma.



Theorem 3.6. If the Lipschitz constant  is sufficiently small, then the surface S0 is stable in large. Proof. First, let us consider stability. We shall show that the surface is in fact uniformly stable. Due to the continuous dependence of the solutions on the initial values, without loss of generality, one can consider t0 = ζi , i ∈ Z.

Reduction principle

45

Fix t0 = ζi for some i ∈ Z and ε > 0. Consider a solution z(t) = z(t,t0 , z0 ), z0 ∈ Rn , z(t) = (u, v). By Lemma 3.7 for a given solution z(t) = (u, v) there exists a solution

μ (t) = μ (t, ζi , d) = (φ , ψ ), ψ (ζi ) = d, on S0 such that (3.28) is valid and, hence,

z(t) − μ (t)  2K z0 − μ (t0 ) e−α (t−t0 ) , t  t0 .

(3.36)

Denote by S0i a set of all points z = (u, v) such that u = G(ζi , v) and ρ0 = d(z0 , S0i ). There exists a point z1 ∈ S0i , z1 = (u1 , v1 ), such that ρ0 = z0 − z1 . Using (3.19) we can obtain that

u0 − G(ζi , v0 )  u0 − u1 + u1 − G(ζi , v1 ) + G(ζi , v1 ) − G(ζi , v0 )

 u0 − u1 + P v1 − v0

 (1 + P)ρ0 .

(3.37)

Next, applying (3.35) and the last inequality we have that pK

d − v0  (1 + P) ρ0 . 1 − pPK2 Then

(3.38)

u0 − G(ζi , d)  u0 − G(ζi , v0 ) + G(ζi , v0 ) − G(ζi , d)

 P d − v0 + (1 + P)ρ0 pK  P(1 + P) ρ0 + (1 + P)ρ0 . 1 − pPK2 Finally, using (3.38) and (3.39) we conclude that

(3.39)

z0 − μ (t0 )  u0 − φ (t0 ) + v0 − ψ (t0 )

= u0 − G(ζi , d) + v0 − d

(1 + P)(1 + pK)  ρ0 . 1 − pPK2 Now, inequalities (3.36) and (3.40) imply uniform stability with 1 − pPK2 δ (ε ) = ε . 2K(1 + P)(1 + pK) Stability in large follows immediately from (3.36). The theorem is proved.

3.5

(3.40)



The reduction principle

In this section we need the following conditions. (C6) The function f (t, z, w) is uniformly continuously differentiable in z, w for all t, z, w, and

∂ f (t, 0, 0) = 0, ∂z

∂ f (t, 0, 0) = 0. ∂w

46

Nonlinear Hybrid Continuous/Discrete-Time Models

(C7) If we denote by λ j , j = 1, n, the eigenvalues of the matrix A, then there exists a positive integer k such that μ = max j=1,k ℜλ j < 0, and ℜλ j = 0, j = k + 1, n, where ℜλ j denotes the real part of the eigenvalue λ j of the matrix A. Denote T (h) = {(t, z) ∈ R × Rn : z < h} for a fixed number h > 0. Assume that ε0 > 0 is sufficiently small for the Lipschitz constant , provided by (C6), to satisfy all conditions of Theorem 3.4 in T (ε0 ). Denote ε1 =

ε0 , 2K

where K is the constant from (3.25).

By Lemma 3.6 there exists a local integral manifold of (3.21) in T (ε1 ), such that a solution starting on the manifold is continuable to −∞, and is exponentially decaying. By using the inverse transformation z = η e−κ t , we obtain a local integral manifold of (3.1) in T (ε1 ) given by the equation u = G(t, v). Solutions of (3.1) on the manifold are not necessarily continuable to −∞ in T (ε1 ). For the function G, condition (3.27) is true, and G(t, 0) = 0, t ∈ R. On the local manifold, solutions of (3.1) satisfy the following system dv = B+ v + f + (t, G(t, v(t)), v(t)), (G(t, v(γ (t)), v(γ (t)))). (3.41) dt We can see that the function f+ (t, (G(t, v), v), (G(t, v), v)) satisfies the Lipschitz condition in v, v with the constant (1 + P). Theorem 3.7. Assume that conditions (C1)–(C2), (C4)–(C7) are fulfilled. The trivial solution of (3.1) is stable, asymptotically stable or unstable in Lyapunov sense, if the trivial solution of (3.41) is stable, asymptotically stable or unstable, respectively. Proof. Consider system (3.1) in T (ε1 ). We assume, additionally, that ε0 is sufficiently small, so that the conditions of Theorem 3.7 on smallness of the Lipschitz constant are valid in T (ε0 ), and, we also have 1 + P  2.

(3.42)

Suppose that the zero solution of (3.41) is stable in the sense of Definition 2.2. Fix an ε > 0 and assume ε < ε1 without loss of generality. In view of the equation (3.4), we can assume that t0 = ζi for some fixed i ∈ Z. Fix a positive number ν such that the inequality 2ν (1 + P) < 1 is true. Stability implies the existence of δ > 0, 0 < 2δ < ε , such that if d ∈ Rn−k , d < 2δ , then the solution v = ψ (t, ζi , d) of (3.41) satisfies the inequality

ψ (t, ζi , d) < νε , ζi  t.

(3.43)

Let u0 and v0 be arbitrary vectors satisfying u0 + v0 < δ . Denote by z(t) = z(t, ζi , z0 ), z(ζi ) = z0 , z0 = (u0 , v0 ), a solution of (3.1). From now on we shall follow the proof of

Reduction principle

47

Theorem 3.7, modifying it for the local case. Let μ (t) = μ (t, ζi , d) = (φ , ψ ) be a solution of (3.1) such that ψ (ζi , ζi , d) = d, φ (ζi , ζi , d) = G(ζi , d) and ψ (ζi , ζi , d) satisfies (3.43). Applying (3.43) and the Lipschitz condition on G, we have that φ (t, ζi , d)  Pνε , ζi  t. Then μ (t, ζi , d)  (1 + P)νε , ζi  t. Finally, using the choice of ν we can write that 1

μ (t) < ε . (3.44) 2 Applying the transformation (3.29) equation (3.30) can be obtained. It follows from (3.44) that (3.29) transforms neighborhood T ( ε2 ) for (3.30) into neighborhood T (ε ) for (3.1). So, the conditions set by Theorem 3.7 for the coefficient  are valid if (3.30) is considered in the ε2 -neighborhood of X = 0, Y = 0, t ∈ R. Now, if we assume that

ε , (3.45) 2K(1 + 2p) then similarly to the sequence (um , vm ) in Theorem 3.2 we can construct a sequence Zm =

X(ζi ) <

(Xm ,Ym ), m  0, such that (X0 ,Y0 ) = (0, 0)T , Xm+1 (t) = eB− (t−ζi ) X (ζi ) + Ym+1 (t) = −

 ∞ t

 t ζi

eB− (t−s) Q+ (s, Zm (s), Zm (γ (s)))ds,

eB+ (t−s) Q− (s, Zm (s), Zm (γ (s)))ds,

2K 2 (1 + eαθ ) −α (t−ζi ) e

X(ζi ) , σ −α

Ym (t)  2β K 2 (1 + eαθ )e−α (t−ζi ) X(ζi ) ,

Xm (t)  Ke−σ (t−ζi ) X(ζi ) +

(3.46)

and, therefore,

ε

Zm (t)  K(1 + 2p) X(ζi ) e−α (t−ζi ) < , ζi  t. 2 The limit function Z(t) = (X (t),Y (t)) of the sequence is a solution of (3.30) and satisfies ε

Z(t)  K(1 + 2p) X(ζi ) e−α (t−ζi ) < , ζi  t. (3.47) 2  ζi , X, d) such that Y (ζi ) = F(  ζi , X(ζi ), d), which satisfies (3.31). Thus, define a function F( Next, by using (3.42) and (3.46) the existence of a pair (X 0 , d) can be proved such that ε  ζi , X 0 , d), X 0 < X 0 = u0 − G(ζi , d), v0 − d = F( , d < 2δ . 2K(1 + 2p) Now, the transformation (3.29) and the inequality (3.47) imply that

z(t, ζi , z0 ) − μ (t, ζi , d)  K(1 + 2p) X 0 e−α (t−ζi ) , ζi  t.

(3.48)

From (3.44) and (3.48) it follows that z(t, ζi , z0 ) < ε , ζi  t. In view of the previous inequality, we can conclude that the zero solution of (3.1) is stable. Moreover, if the zero solution of (3.41) is asymptotically stable, then (3.48) implies that the zero solution of (3.1) is also asymptotically stable. Finally, it is obvious that if the zero solution of (3.41) is unstable, then the trivial solution of (3.1) is unstable as well. The theorem is proved.



48

Nonlinear Hybrid Continuous/Discrete-Time Models

Notes The method of integral manifolds, is a very powerful instrument of any theory of differential equations. It has been considered for differential equations with piecewise constant argument in a series of papers by Papaschinopoulos, G. [249–251]. The author considers systems which are reducible to discrete equations. In articles [8–10] by applying the method of equivalent integral equations, and analyzing thoroughly existence and uniqueness of solutions the investigation is in the general case with solutions at the non-deviated time are present non-linearly. Papers [8, 9] consider existence of integral manifolds of perturbed hyperbolic linear system. The main results of this chapter were published in [10]. In the present chapter we extend the method of the center manifold [264, 265] for nonautonomous systems. This result is of strong importance for reduction of dimension, particularly in bifurcation theory [68].

Chapter 4

The small parameter and differential equations with piecewise constant argument

The problem of the existence of periodic solutions is one of the most interesting topics for applications. The method of small parameter is introduced by Poincar´e [267] to investigate the problem, and it has been developed by many authors (see, for example, [218, 273], and the references cited therein). This method remains as one of the most effective methods for this problem and it is important that the results obtained in this field can be extended to the bifurcation theory [48, 233]. In this chapter, we investigate the existence and stability of periodic solutions of quasilinear system with piecewise constant an argument and a small parameter in noncritical and critical cases. Theorems on continuous dependence of solutions with respect to initial conditions and parameters, and an analogue of the GronwallBellman lemma are also proved. Examples illustrating the obtained results are constructed as well. In the first section of this chapter we consider a simpler problem of a non-critical case with the delay argument-function β (t). In the last section critical case is considered as well as the argument-function γ (t) of the mixed, advanced-delayed, type is used for the system.

4.1

Periodic solutions: the non-critical case

In this section, the quasilinear system with piecewise constant an argument and a small parameter is considered. The noncritical case, when the corresponding linear ordinary differential equations have no nontrivial periodic solution is investigated, and the existence and stability of periodic solutions of the system are discussed. The main goal of this section is the application of the method of small parameter to the following quasilinear system x (t) = A(t)x(t) + f (t) + μ g(t, x(t), x(β (t)), μ ),

(4.1)

where t ∈ R, x ∈ Rn , and μ is a small parameter which belongs to an interval (−μ0 , μ0 ) ⊂ R. 49

50

Nonlinear Hybrid Continuous/Discrete-Time Models

The functions f (t), g(t, x, y, μ ) are n-dimensional vectors, A(t) is an n × n matrix for n ∈ N. The argument-function β (t) = θ j if θ j  t < θ j+1 , j ∈ Z, is defined on R. Here, θ j , j ∈ Z, is a strictly ordered sequence of real numbers, |θi | → ∞ as |i| → ∞, and there exist two positive real numbers θ , θ such that θ  θ j+1 − θ j  θ , j ∈ Z. In the non-critical case, when the corresponding linear homogeneous system does not have any nontrivial periodic solution, we apply the method of small parameter [218, 233, 267] to investigate the problem of the existence of a periodic solution of (4.1). Throughout this chapter, the following assumptions for the system (4.1) will be needed : (H1) Functions A(t), f (t) and g(t, x, y, μ ) are continuous in all of their arguments. (H2) The function g(t, x, y, μ ) satisfies Lipschitz continuity with a constant L such that

g(t, x, y, μ ) − g(t, x, y, μ )  L[  x − x +  y − y ], for all t ∈ R, x, x, y, y ∈ Rn , μ ∈ J. The following definitions and theorems on the existence, uniqueness and continuation of solutions are very similar to those from the Chapter 3. Let X(t) be a fundamental matrix solution of the homogeneous system, corresponding to the system (4.1), x (t) = A(t)x(t), such that X(0) = I , where I is an n × n identity matrix. X(t)X −1 (s), t,

(4.2) Denote by X(t, s) =

s ∈ R, the transition matrix of (4.2). Let κ = supt∈R A(t) < ∞.

Lemma 4.1 ( [148]). Assume (H1) is satisfied. Then, the inequality

X (t, s)  exp(κ |t − s|), t, s ∈ R,

(4.3)

holds. Lemma 4.2 ( [148]). Assume (H1) is satisfied. Then, the inequality m  X (t, s)  M, where m = exp(−κθ ), M = exp(κθ ), holds for |t − s|  θ . In the following two lemmas we introduce the integral equations corresponding to equation (4.1). The proof is very similar to that of Lemma 3.2. Lemma 4.3. Suppose (H1) is satisfied. A function x(t) = x(t,t0 , x0 , μ ), where t0 is a real fixed number, is a solution of (4.1) on R if and only if it is a solution on R of the following integral equation x(t) = X(t,t0 )x0 +

 t t0

X(t, s)[ f (s) + μ g(s, x(s), x(β (s)), μ )] ds.

(4.4)

Small parameter

51

Lemma 4.4. Suppose (H1) is satisfied. A function x(t) = x(t,t0 , x0 , μ ), where t0 is a real fixed number, is a solution of (4.1) on R if and only if it is a solution on R of the following integral equation x(t) = x0 +

 t t0

[A(s)x(s) + f (s) + μ g(s, x(s), x(β (s)), μ )] ds.

(4.5)

The following example emphasizes that a solution of an equation with piecewise constant argument may exist on a half-axis but not on the whole real axis, unless some conditions hold. Example 4.1. Consider the differential equation x (t) = α x(t) − μ x2 (β (t)),

(4.6)

where x ∈ R, t ∈ R, α is a real positive constant, and β (t) = θ j if θ j  t < θ j+1 , j ∈ Z,

θ2i−1 = 4i − 1, θ2i = 4i, i ∈ Z. The distance θ j+1 − θ j , j ∈ Z, is either equal to θ = 1 or to θ = 3. Let us fix x0 ∈ R. We shall look for conditions on α and μ such that a solution x(t) = x(t, θ0 , x0 , μ ), x(θ0 ) = x0 , x0 > 0, of (4.6) exists. If μ = 0, it is easy to see that the solution x(t) of (4.6) exists uniquely, and it is positive and not bounded on R. Suppose μ > 0. Using the transformation x(t) = y(t)/ μ , from (4.6) we obtain y (t) = α y(t) − y2 (β (t)).

(4.7)

Let y(t) = y(t, θ0 , y0 ) be a solution of (4.7) with y(θ0 ) = y0 , y0 > 0. Denote yk = y(θk ), k ∈ Z. We first consider the existence and uniqueness of the solution y(t). Let us start with t ∈ [θ0 , ∞), that is, when the time is increasing. If t ∈ [θ0 , θ1 ], then y(t) is a solution of the equation y (t) = α y(t) − y20 , which is a linear non-homogeneous differential equation with a constant coefficient, and that is why the solution y(t) is uniquely defined on [θ0 , θ1 ]. The rest can be deduced from the arguments of mathematical induction. That is, the solution y(t) and the corresponding solution x(t) exist uniquely on [θ0 , ∞). Next, let us consider the solution for decreasing time. We will show that if α exp(2α ) y0  , 4[exp(α ) − 1] α exp(α ) α exp(6α )  , exp(α ) − 1 4[exp(3α ) − 1] α exp(3α ) α exp(2α )  exp(3α ) − 1 4[exp(α ) − 1]

(4.8) (4.9) (4.10)

52

Nonlinear Hybrid Continuous/Discrete-Time Models

are satisfied, then the solution y(t) = y(t, θ0 , y0 ) exists on (−∞, θ0 ]. If t ∈ [θ−1 , θ0 ], then y(t) coincides with the solution of the following ordinary differential equation y (t) = α y(t) − y2−1 .

(4.11)

Using the equivalent integral equation of (4.11), it can be written that 1 y(t) = exp(α (t − θ−1 ))y−1 + [1 − exp(α (t − θ−1 ))]y2−1 . (4.12) α Denote z = y−1 . It is easy to see that the solution y(t) exists on [θ−1 , θ0 ], if the quadratic equation for z, obtained from (4.12) with t = θ0 , z2 −

α exp(α ) α z+ y0 = 0 exp(α ) − 1 exp(α ) − 1

(4.13)

has a real root. The last equation has a real root, if the inequality (4.8) is valid. Hence, if (4.8) holds, then the solution y(t) exists on [θ−1 , θ0 ], but is not necessarily unique. Suppose that the inequality (4.8) is satisfied. In this case, it can be easily checked that the roots z1,2 of the equation (4.13) satisfy the inequality 0  z1,2 

α exp(α ) . exp(α ) − 1

(4.14)

Denote z = y−2 . If t ∈ [θ−2 , θ−1 ], one can similarly obtain that the solution y(t) exists on [θ−2 , θ−1 ], if the quadratic equation z2 −

α exp(3α ) α z+ y−1 = 0 exp(3α ) − 1 exp(3α ) − 1

(4.15)

has a real root. The last equation has a real root, if the inequality y−1 

α exp(6α ) 4[exp(3α ) − 1]

(4.16)

is satisfied. By means of (4.14) and (4.16), it is clear that if the inequality (4.9) holds, then the solution y(t) exists on [θ−2 , θ−1 ]. It is easy to see that the roots z3,4 of equation (4.15) satisfy the inequality 0  z3,4 

α exp(3α ) exp(3α ) − 1

(4.17)

provided that the inequality (4.9) is valid. If t ∈ [θ−3 , θ−2 ], we then have a quadratic equation similar to (4.13), and y−2 

α exp(2α ) 4[exp(α ) − 1]

(4.18)

holds. Therefore, the solution y(t) exists on [θ−3 , θ−2 ]. Finally, using the inequalities (4.10), (4.17) and (4.18) one can see that the solution y(t) exists on [θ−4 , θ−3 ].

Small parameter

53

By using the arguments of mathematical induction, we can conclude that if the inequalities (4.8)–(4.10) are satisfied, then the solution y(t, θ0 , y0 ) exists on (−∞, θ0 ], but is not necessarily unique. Consequently, if the inequalities (4.9), (4.10) and 0<μ 

α exp(2α ) , 4x0 [exp(α ) − 1]

(4.19)

obtained from (4.8), are satisfied for x0 > 0, then x(t) = x(t, θ0 , x0 , μ ) exists on R. Moreover, if one of the inequalities (4.9), (4.10) or (4.19) is violated, then the solution x(t) exists on the half-axis, but it does not exist on R. From now on, we need the following assumptions: (H3) |μ | < 1/(2MLθ ); (H4) |μ |MLθ [1 + M(1 + L|μ |θ ) exp(ML|μ |θ )] < m. The following theorem is valid, which can be verified in the same way as Theorem 2.3. Theorem 4.1. Suppose that (H1)–(H4) hold. Then, for each (t0 , x0 ) ∈ R × Rn , there exists a unique solution x(t) of (4.1) on R with x(t0 ) = x0 . 4.2

Dependence of solutions on parameters

Consider a continuous non-negative function u(t) : R → R, which is continuously differentiable, except, possibly points θk , k ∈ Z, where the right-side derivative exists. Assume that u(t) satisfies the differential inequality u (t)  a(t)u(t) + b(t)u(β (t)), t  θi ,

(4.20)

where i is fixed and a, b are non-negative piecewise continuous functions with discontinuities of the first kind at θk , k ∈ Z. Consider also the linear equation v (t) = a(t)v(t) + b(t)u(β (t)), t  θi .

(4.21)

By applying the differential inequality result for ordinary differential equations [87, 153] one can prove that u(t)  v(t), where v(t) is a solution of (4.21) with u(θi )  v(θi ). The discussion is similar to that in Section 2.1, Example 2.1. Now, set t

Kk (t) = e

θk

a(s)ds

+

 t θk

t

e

s

a(r)dr

b(s)ds.

54

Nonlinear Hybrid Continuous/Discrete-Time Models

One can easily find that the solution v(t), v(t0 ) = v0 , of (4.21) is equal to l−1

v(t) = Kl (t) ∏ Kk (θk+1 )v0 ,

(4.22)

k=i

if t ∈ [θl , θl+1 ]. Consequently, l−1

u(t)  Kl (t) ∏ Kk (θk+1 )v0 .

(4.23)

k=i

The following assertion is of importance for our next analysis. Lemma 4.5. Suppose that u(t), nonnegative continuous scalar function, and nonnegative real constant, α , satisfy the inequality u(t)  α +

 t θi

[a(s) u(s) + b(s) u(β (s))] ds,

(4.24)

for t  t0 , functions a, b are non-negative. Then l−1

u(t)  Kl (t) ∏ Kk (θk+1 )α ,

(4.25)

k=i

where t ∈ [θl , θl+1 ]. Proof. Let V (t) = α +

t

θi [a(s) u(s) + b(s) u(β (s))] ds. It

is easily seen that V   a(t)V (t) +

b(t)V (γ (t)). Now, apply the results obtained for inequality (4.20).



Let us fix a positive real number T. Theorem 4.2. Suppose (H1)–(H4) are valid. If x(t) = x(t, θi , x0 , μ ) and x(t) = x(t, θi , x0 + Δx, μ ) are solutions of (4.1), where Δx is an n-dimensional real vector, then

 x(t) − x(t) = O( Δx ),

(4.26)

where t ∈ [θi , θi + T ], if |μ | is sufficiently small. Proof. If t ∈ [θi , θi + T ], then

 x(t) − x(t)  X(t, θi ) Δx + |μ |

 t θi

X(t, s) g(s, x(s), x(β (s)), μ )

−g(s, x(s), x(β (s)), μ ) ds. Hence,

 x(t) − x(t)  M Δx + |μ |ML

 t θi

[  x(s) − x(s) +  x(β (s)) − x(β (s)) ]ds.

The theorem is proved by applying Lemma 4.5 to the last inequality.



In the next theorem, we establish the differential dependence of a solution of (4.1) on an initial value. The following assumption is required:

Small parameter

55

(H5) The function g(t, x, y, μ ) has continuous first order partial derivatives in all its arguments t ∈ R, x, y ∈ Rn , μ ∈ J. Let us introduce the following equations: U  (t) = A(t)U(t) + μ [A1 (t)U (t) + A2 (t)U(β (t))],

(4.27)

U (θi ) = I ,

(4.28)

where U ∈ Rn×n , and the functions A1 (t) =

∂g ∂g (t, x(t), x(β (t)), μ ), A2 (t) = (t, x(t), x(β (t)), μ ) ∂x ∂y

are n × n matrices. Theorem 4.3. Suppose that conditions (H1)–(H5) are valid, and let ei = (0, . . . , 0, 1, 0, . . . , 0)T be the n-tuple whose i-th component is 1 and all others are 0 for k = 1, . . . , n, and δ a real positive constant. If U(t) is the solution of (4.27) and (4.28) and x(t) = x(t, θi , x0 , μ ) and xk (t) = x(t, θi , x0 + Δxk , μ ) are the solutions of (4.1), where Δxk = δ ek is an n-dimensional vector, then xk (t) − x(t) −U(t)Δxk = o(δ ) is satisfied for t ∈ [θi , θi + T ], if | μ | is sufficiently small. Proof. By the equivalence Lemma 4.4, it can be verified that the integral equations xk (t) = X(t, θi )(x0 + Δxk ) + x(t) = X(t, θi )x0 + U(t) = X(t, θi ) + μ

 t θi  t θi

 t θi

X (t, s)[ f (s) + μ g(s, xk (s), xk (β (s)), μ )]ds,

X(t, s)[ f (s) + μ g(s, x(s), x(β (s)), μ )]ds, X(t, s)[A1 (s)U (s) + A2 (s)U(β (s))] ds,

are satisfied by xk (t), x(t) and U(t) respectively. For t ∈ [θi , θi + T ], the equation xk (t) − x(t) −U(t)Δxk = μ

 t θi

X (t, s)[g(s, xk (s), xk (β (s)), μ )

−g(s, x(s), x(β (s)), μ ) − A1 (s)U(s)Δxk − A2 (s)U(β (s))Δxk ]ds can be easily verified. By expanding g(s, xk (s), xk (β (s)), μ ) about (s, x(s), x(β (s)), μ ), we have g(s, xk (s), xk (β (s)), μ ) = g(s, x(s), x(β (s)), μ ) + A1 (s)[ xk (s) − x(s)] +A2 (s)[ xk (β (s)) − x(β (s))] + ξ (s),

(4.29)

56

Nonlinear Hybrid Continuous/Discrete-Time Models

where ξ (t) = o(Δxi ). Hence,

 xk (t) − x(t) −U(t)Δxk  ζ + |μ |M

 t θj

[ A1 (s)  xk (s) − x(s) −U (s)Δxk

+ A2 (s)  xk (β (s)) − x(β (s)) −U(β (s))Δxk ] ds, where ζ = | μ |M

 θi +T θi

ξ (s) ds. Consequently, by applying Lemma 4.5 to the last inequal

ity, the theorem is proved.

As a result of the last theorem, we have shown that the initial value problem (4.27) and (4.28) is a variation of (4.1). Next, we prove the main theorem of this section. We need the following assumptions: (H6) The functions A(t), f (t) and g(t, x, y, μ ) are ω -periodic in t, for some positive real number ω . (H7) The sequence {θi } satisfies an (ω , p)-property, that is, θi+p = θi + ω , i ∈ Z, for some positive integer p. Let us consider the following version of the Poincar´e criterion. Lemma 4.6. Suppose that (H1)–(H4) and (H6), (H7) hold. Then, the solution x(t) = x(t, θi , x0 , μ ) of (4.1), with x(t0 ) = x0 , is ω -periodic if and only if x(ω ) = x(0).

(4.30)

Proof. If x(t) is ω -periodic, then (4.30) is obviously satisfied. Conversely, suppose that (4.30) holds. Define y(t) = x(t + ω ) on R. Then, equation (4.30) is equivalent to y(0) = x(0). One can show that β (t + ω ) = β (t) + ω . Hence, y (t) = x (t + ω ) = A(t + ω )x(t + ω ) + f (t + ω ) + μ g(t + ω , x(t + ω ), x(β (t + ω )), μ ) = A(t)y(t) + f (t) + μ g(t, y(t), y(β (t)), μ ). That is, y(t) is a solution of (4.1). By uniqueness of the solution, x(t) = y(t) on R. The 

lemma is proved.

The following theorem is a generalization of a classical theorem originally due to Poincar´e [267] for differential equations with piecewise constant arguments. Theorem 4.4. Assume that (H1)–(H7) hold, and x (t) = A(t)x(t)

(4.31)

Small parameter

57

has no nontrivial periodic solution with period ω . Then, for sufficiently small |μ |, equation (4.1) has a unique ω -periodic solution, which tends to the unique periodic solution with period ω of x (t) = A(t)x(t) + f (t),

(4.32)

as μ → 0. Proof. Assume, without loss of generality, that 0 = θi . Let x(t, ζ , μ ) be a solution of equation (4.1), satisfying the initial condition x(0, ζ , μ ) = ζ , and let x0 (t) = x(t, ζ0 , 0) be a unique periodic solution of period ω of equation (4.32). To show, using Lemma 4.6, that for a sufficiently small μ the ω -periodic solution x(t, ζ , μ ) exists, it is necessary and sufficient that the equation x(ω , ζ , μ ) − ζ = 0

(4.33)

be solvable with respect to ζ . Let P(ζ , μ ) = x(ω , ζ , μ ) − ζ . In order to apply the implicit function theorem, we will show that the determinant of Pζ (ζ0 , 0) exists and is different from zero. Let Z(t, ζ , μ ) = (∂ xi /∂ ζk ), i, k = 1, . . . , n. Differentiating equation (4.1) with respect to ζ , (use Theorem 4.3) we can see that Z(t, ζ0 , 0) is the fundamental matrix of equation (4.31). On the other hand, Pζ  (ζ0 , 0) = det(Z(ω , ζ0 , 0) − I) and, since the eigenvalues of the matrix Z(ω , ζ0 , 0) are different from unity, it follows that Pζ  (ζ0 , 0) = 0. Therefore, in a sufficiently small neighborhood of the point (0, ζ0 ), equation (4.33) is solvable with respect to ζ . The existence and uniqueness of an ω -periodic solution are proved. The fact that the solution x(t, ζ , μ ) tends to x0 (t), when μ → 0, follows from Theorem 4.2. The theorem is proved.  The following example demonstrates the last theorem. Example 4.2. Consider the following system ⎛ ⎞ ⎛ ⎞ α γ sin(π t) ⎠ x(t) + ⎝ ⎠ + μ g(t, x(t), x(β (t)), μ ), x (t) = ⎝ −γ α cos(π t)

(4.34)

where x ∈ R2 , α = 0, γ , μ  0, β (t) = θi if θi  t < θi+1 , i ∈ Z, with θi = i +(−1)i /3, i ∈ Z; g(t, x, y, μ ) is 2-periodic in t, continuous function, having continuous first order partials in all of its arguments, and satisfying Lipschitz continuity with a constant L, that is,

g(t, x1 , y1 , μ ) − g(t, x2 , y2 , μ )  L [ x1 − x2 + y1 − y2 ] ,

58

Nonlinear Hybrid Continuous/Discrete-Time Models

where x1 , y1 , x2 , y2 ∈ R2 . One can see that the sequence {θi } fulfills θi+2 = θi + 2 for all i ∈ Z. By fixing a sufficiently small |μ | satisfying the inequalities |μ | < 1/(2MLθ ), |μ |MLθ [1 + M(1 + L|μ |θ ) exp(ML|μ |θ )] < m,  where θ = 5/3, κ = α 2 + γ 2 , m = e−5κ /3 , and M = e5κ /3 , we conclude that assumptions (H1)–(H7) are fulfilled. Therefore, through every point (t0 , ζ ) of R3 , there passes exactly one solution x(t, μ ) = x(t,t0 , ζ , μ ), x(t0 , μ ) = ζ of (4.34). The monodromy matrix of (4.34) is ⎡ e2α cos(2γ ) X(2) = ⎣ −e2α sin(2γ )

e2α sin(2γ ) e2α cos(2γ )

⎤ ⎦,

and it has no unit multiplier for α = 0. Therefore, there is a unique 2-periodic solution x0 (t) of the system

⎛ x (t) = ⎝

α

γ

−γ

α

⎞

⎛

⎠ x(t) + ⎝

with the initial value x0 (θ0 ) = (I − X (2))−1

 θ2 θ0

sin(π t) cos(π t) ⎛

X (θ2 − s) ⎝

⎞ ⎠,

sin(π s)

⎞ ⎠ ds.

cos(π s)

Hence, by Theorem 4.4, there is a unique 2-periodic solution x(t, μ ) of (4.34), satisfying x(t, μ ) → x0 (t) as μ → 0. Definition 4.1. The solution x(t, x0 ) = x(t,t0 , x0 , μ ), x(t0 , x0 ) = x0 of (4.1) is said to be uniformly stable if for every ε > 0, there exists a real number δ = δ (ε ) > 0 such that

x0 − x0 < δ implies x(t, x0 ) − x(t, x0 ) < ε for every t  t0 . Definition 4.2. The solution x(t, x0 ) = x(t,t0 , x0 , μ ), x(t0 , x0 ) = x0 of (4.1) is said to be uniformly asymptotically stable if it is uniformly stable and there is a real number b > 0 such that for every ζ > 0 there exists T (ζ ) > 0 such that x0 − x0 < b implies that

x(t, x0 ) − x(t, x0 ) < ζ if t > t0 + T (ζ ). Theorem 4.5. Suppose that (H1)–(H7) hold. Let x(t) = x(t,t0 , x0 , μ ) be a solution of (4.1). If all the characteristic multipliers of the equation x (t) = A(t)x(t)

(4.35)

are less than unity in modulus, then for sufficiently small |μ |, the solution x(t) is uniformly asymptotically stable.

Small parameter

59

Proof. Let u(t) be a solution of (4.1) satisfying the initial condition u(t0 ) = x0 + η . Let us define z(t) = u(t) − x(t). Since all the multipliers are less than unity in modulus, we have

X (t, s)  K exp(−α (t − s)), s  t, where K and α are positive constants. By Lemma 4.3, it is easy to see that

z(t)  X(t,t0 )

η +

 t t0

X(t, s) |μ |[ g(s, x(s) + z(s), x(β (s)) + z(β (s)), μ )

−g(s, x(s), x(β (s)), μ ) ]ds and

z(t)  K exp(−α (t − t0 )) η +

 t t0

exp(−α (t − s))| μ |KL[ z(s) + z(β (s)) ]ds.

Then, exp(α t) z(t)  K exp(α t0 ) η +

 t θj

exp(α s) |μ |KL[ z(s) + z(β (s)) ]ds.

Applying Lemma 4.5 to the last inequality, we have

z(t)  K exp[(−α + 2|μ |KL)(t − θ j )] η

Therefore, for |μ | < α /(2KL), the solution x(t) is uniformly asymptotically stable. The 

theorem is proved. 4.3

Periodic solutions: the critical case

In this section, the conditions for the existence of periodic solutions for forced weakly nonlinear ordinary differential equations with alternately retarded – advanced piecewise constant argument of generalized type are given. The resonant case is studied, that is, when the unperturbed linear ordinary differential equation has a nontrivial periodic solution. The dependence of solutions on initial values and parameters also takes place. Consider the argument-function γ (t), which is defined on the whole real line with two realvalued sequences θi , ζi , i ∈ Z, such that θi < θi+1 , θi  ζi  θi+1 for all i ∈ Z, |θi | → ∞ as |i| → ∞. In this section, we shall consider the equation z (t) = A(t)z(t) + f (t) + μ g(t, z(t), z(γ (t)), μ ), where z ∈ Rn , t ∈ R, μ ∈ (−μ , μ ), and γ (t) = ζi , if t ∈ [θi , θi+1 ), i ∈ Z. The following assumptions will be needed throughout the section:

(4.36)

60

Nonlinear Hybrid Continuous/Discrete-Time Models

(C1) A : R → Rn×n , f : R → Rn and g : R × Rn × Rn × J → Rn are continuous functions. (C2) The function g(t, x, y, μ ) satisfies Lipschitz continuity in the second and third arguments with a positive Lipschitz constant L such that

g(t, x1 , y1 , μ ) − g(t, x2 , y2 , μ )  L( x1 − x2 + y1 − y2 ) for all t ∈ R, μ ∈ J and x1 , x2 , y1 , y2 ∈ Rn . (C3) The matrix A is uniformly bounded on R. (C4) There exists a number θ > 0 such that θi+1 − θi  θ , i ∈ Z. (C5) There exists a number θ > 0 such that θi+1 − θi  θ , i ∈ Z. We combine that method with the method of small parameter [218, 233, 267] to investigate the problem of the existence of periodic solutions of (4.36) in the so called critical case, when the corresponding linear homogeneous system admits nontrivial periodic solutions. Let X(t) be the fundamental matrix solution of the homogeneous system, corresponding to (4.36), x (t) = A(t)x(t), t ∈ R, such that X (0) = I , where I is the n × n identity matrix.

(4.37) Denote by X(t, s) = X (t)X −1 (s),

t, s ∈ R the transition matrix. Lemma 4.7. Suppose that (C1) is satisfied. A function z(t) = z(t,t0 , z0 , μ ), where t0 is a fixed real number, is a solution of (4.36) on R if and only if it is a solution, on R, of the integral equation z(t) = X(t,t0 )z0 +

 t t0

X(t, s)[ f (s) + μ g(s, z(s), z(γ (s)), μ )]ds.

(4.38)

In the sequel, we shall use the following evaluations, which are obtained in the last section, for the transition matrix, X(t, s), m  X (t, s)  M.

(4.39)

From now on, we make the following assumption: (C6) 2|μ |MLθ< 1,      1 + |μ |MLθ exp |μ |MLθ 2   + exp | μ |MLθ | μ |M Lθ < m. 1 − |μ |MLθ exp |μ |MLθ The following assertion can be proved exactly in the way it is done for its counterpart in the last section. Lemma 4.8. Assume that the conditions (C1)–(C6) are fulfilled. Then for every (t0 , z0 ) ∈ R × Rn there exists a unique solution z(t) = z(t,t0 , z0 , μ ) of the equation (4.36) on R such that z(t0 ) = z0 .

Small parameter

61

Lemma 4.9. Suppose that u(t), nonnegative continuous scalar function, and nonnegative real constant, α , satisfy the inequality u(t)  α +

 t

[a(s) u(s) + b(s) u(γ (s))] ds,

t0

(4.40)

for t  t0 , functions a, b are non-negative, and all conditions of Example 2.1 are satisfied. Then

⎛

u(t)  ⎝e ⎛ i+1

∏

 ζl

t

θl a(s)ds +

 θk+1

⎝e

θk

 θi+1

⎝e t0

 ζl θl

+

1−

 ζk

 ζi

a(s)ds

 ζl

e

s

a(r)dr b(s)ds θl

+

1−

 ζi t0

θk

θk

e

 ζk

e

s

 ζi

e

s

t

e

s

a(r)dr

 θ k+1

a(s)ds

a(r)dr b(s)ds θk

t0 a(s)ds

e

⎞

 t

a(s)ds

 ζk

a(s)ds

k=l−1

⎛

1−

θl

e

 θi+1

s

⎞ e

 θk+1 s

a(r)dr

b(s)ds⎠ ×

⎞

 θi+1

e

b(s)ds⎠ ×

a(r)dr

a(r)dr b(s)ds t0

b(s)ds⎠ α ,

(4.41)

where t ∈ [θl , θl+1 ], θi  t0  ζi  θi+1 . Proof. Let V (t) = α +

t

t0 [a(s) u(s) + b(s) u(γ (s))] ds.

It is easily seen that V   a(t)V (t) +

b(t)V (γ (t)). Now, apply the results of Example 2.1.



Let us fix a positive real number T. By the following theorem, we set continuous dependence of solutions of (4.36) on the initial value z0 . Theorem 4.6. Suppose that (C1)–(C6) are valid.

If z(t) = z(t,t0 , y0 , μ ) and  z(t) =

z(t,t0 , z0 + Δz, μ ), θi  t0  ζi  θi+1 , are the solutions of (4.36), where Δz is an ndimensional vector, then

 z(t) − z(t) = O( Δz )

(4.42)

for t ∈ [t0 ,t0 + T ], if |μ | is sufficiently small. Proof. Set u(t) =  z(t) − z(t) . Find that u(t)  Mu(t0 ) +

t t0

μ ML[u(s) + u(γ (s))]ds. It is

easily seen that all conditions of the last Lemma are valid, if |μ | is small. Now, apply (4.41) to complete the proof.



The differential dependence of a solution of the equation (4.36) on an initial value is established by our next theorem, which requires the following assumption: (C7) g(t, x, y, μ ) has continuous first order partial derivatives in all of its arguments t ∈ R, x, y ∈ Rn , μ ∈ J.

62

Nonlinear Hybrid Continuous/Discrete-Time Models

Let us introduce the following equations U  (t) = A(t)U(t) + μ [A1 (t)U(t) + A2 (t)U(γ (t))],

(4.43)

U(t0 ) = I ,

(4.44)

where U ∈ Rn×n and the functions A1 (t) =

∂g (t, z(t), z(γ (t)), μ ), ∂x

A2 (t) =

∂g (t, z(t), z(γ (t)), μ ) ∂y

are n × n matrices. One can see that condition (C9), Chapter 2 is valid on the finite interval [t0 ,t0 + T ], if |μ | is sufficiently small. That is, the solution U(t) exists on that interval. Theorem 4.7. Suppose that conditions (C1)–(C7) are valid, and let ei = (0, . . . , 0, 1, 0, . . . , 0)T be the n-tuple whose i-th component is 1 and all others are 0 for i = 1, . . . , n, and δ a real positive constant. If U(t) is the solution of (4.43) and (4.44), and z(t) = z(t,t0 , z0 , μ ),  zi (t) = z(t,t0 , z0 + Δzi , μ ), θi  t0  ζi  θi+1 , are solutions of the equation (4.36), where Δzi = δ ei is an n-dimensional vector, then  zi (t) − z(t) −U(t)Δzi = o(δ )

(4.45)

is satisfied on a section [t0 ,t0 + T ], if |μ | is sufficiently small. Proof. According to Lemma 4.7, the functions  zi (t), z(t) and U(t) satisfy the integral equations  zi (t) = X(t,t0 )(z0 + Δzi ) + z(t) = X (t,t0 )z0 + U(t) = X(t, t0 ) + μ

 t t0  t t0

 t t0

X(t, s)[ f (s) + μ g(s, zi (s), zi (γ (s)), μ )] ds,

X(t, s)[ f (s) + μ g(s, z(s), z(γ (s)), μ )] ds, X (t, s)[A1 (s)U(s) + A2 (s)U(γ (s))] ds,

respectively. If t ∈ [t0 ,t0 + T ], by an easy computation, one can see that  zi (t) − z(t) −U(t)Δzi = μ

 t t0

X(t, s)[g(s, zi (s), zi (γ (s)), μ )

−g(s, z(s), z(γ (s)), μ ) − A1 (s)U (s)Δzi − A2 (s)U(γ (s))Δzi ] ds. Use Theorem 4.6 to obtain that g(s, zi (s), zi (γ (s)), μ ) = g(s, z(s), z(γ (s)), μ ) + A1 (s)[ zi (s) − z(s)] +A2 (s)[ zi (γ (s)) − z(γ (s))] + ξ (s),

Small parameter

63

where ξ (s) = o(δ ), for s ∈ [t0 ,t0 + T ]. Hence, the inequality

 zi (t) − z(t) −U (t)Δzi  ζ + |μ |M

where ζ = | μ |M

 t0 +T t0

 t t0

[ A1 (s)  zi (s) − z(s) −U(s)Δzi

+ A2 (s)  zi (γ (s)) − z(γ (s)) −U(γ (s))Δzi ] ds,

ξ (s) ds, is valid. Consequently, by an application of Lemma 4.9

to the last inequality, accuracy of (4.45) is shown.



As a consequence of the last theorem, it is remarkable that the initial value problem (4.43) and (4.44) is a variation of equation (4.36). Next, the main result of this section will be demonstrated. Let us introduce the following assumptions: (C8) The functions A(t), f (t) and g(t, x, y, μ ) are periodic in t with a fixed positive real period ω . (C9) The sequences θi and ζi , i ∈ Z, satisfy an (ω , p)-property, that is there is a positive integer p such that the equations θi+p = θi + ω and ζi+p = ζi + ω hold for all i ∈ Z. Let us prove the following version of the Poincar´e criterion. Lemma 4.10. Suppose that (C1)–(C6), (C8) and (C9) hold. Then, the solution z(t) = z(t,t0 , x0 , μ ) of the equation (4.36), is ω -periodic if and only if z(ω ) = z(0).

(4.46)

Proof. If z(t) is ω -periodic, then (4.46) is obviously satisfied. Suppose that the equation (4.46) holds. Let y(t) = z(t + ω ) on R. Then, (4.46) means that y(0) = z(0). It can be verified that γ (t + ω ) = γ (t) + ω for all t ∈ R. Hence, y (t) = z (t + ω ) = A(t + ω )z(t + ω ) + f (t + ω ) + μ g(t + ω , z(t + ω ), z(γ (t + ω )), μ ) = A(t)y(t) + f (t) + μ g(t, y(t), y(γ (t)), μ ). That is, y(t) is a solution of (4.36). By the uniqueness of the solution, we have z(t) = y(t) on R. The lemma is proved.



In the previous section, the noncritical case is taken into consideration. Now, we suppose that the homogeneous equation, corresponding to (4.36), has a nontrivial ω -periodic solution. Let φ j , j = 1, . . . , k, k  n, be the solutions of (4.37), which form a maximal set of linearly independent ω -periodic solutions. Then, the corresponding adjoint system of (4.37), x (t) = −AT (t)x(t),

(4.47)

64

Nonlinear Hybrid Continuous/Discrete-Time Models

has a maximal set of linearly independent ω -periodic solutions, ψ j , j = 1, . . . , k. We constitute an n × k matrix K1 (t), whose columns are solutions ψ j , j = 1, . . . , k. Let us introduce the following condition:  ω

(C10) 0

K1T (s) f (s)ds = 0.

Theorem 4.8 ( [218, 273]). Suppose that conditions (C1)–(C3), (C8) and (C10) hold. Then, if (4.37) admits k  n linearly independent ω -periodic solutions, then there exists a family of k linearly independent ω -periodic solutions of the equation z (t) = A(t)z(t) + f (t),

(4.48)

of the form z(t, α ) = α1 φ1 (t) + · · · + αk φk (t) +  z(t), where α = (α1 , . . . , αk ) is a real constant vector and  z(t) is a particular ω -periodic solution of (4.48). Now, our purpose is to investigate the existence of periodic solutions of (4.36). The next theorem is a generalization of a classical theorem due to Malkin [218] for differential equations with piecewise constant arguments. Theorem 4.9. Suppose that (C1)–(C10) hold and (4.48) admits a family of ω -periodic solutions z(t, α ). Let α 0 be a solution of the equation h(α ) = 0, where the function h is given by h(α ) =

 ω 0

K1T (s)g(s, z(s, α ), z(γ (s), α ), 0)ds,

such that

 det

(4.49)

  ∂ h  = 0. ∂ α α =α 0

Then for sufficiently small | μ , | (4.36) has an ω -periodic solution that converges to z(t, α 0 ) when μ → 0. Proof. Let z(t) be a solution of (4.36) and let us extend the matrix K1 (t) to a fundamental matrix of solutions K(t) by supplementing the columns ψ j , j = k + 1, . . . , n, which are solutions of (4.47). Performing the substitution y(t) = K T (0)z(t) in (4.36), the equation y (t) = P(t)y(t) + r(t) + μ F(t, y(t), y(γ (t)), μ ), is achieved where P(t) = K T (0)A(t)K T (0)−1 ,

r(t) = K T (0) f (t),

F(t, y(t), y(γ (t)), μ ) = K T (0)g(t, K T (0)−1 z(t), K T (0)−1 z(γ (t)), μ ).

(4.50)

Small parameter

65

Denote y(t, α ) = K T (0)z(t, α ), β = (βk+1 , . . . , βn ) and let v(t) = y(t, α , β ) be a solution of (4.50) with the initial condition v(0) = y(0, α ) + (0, β )T . Further, let L(t) = K −1 (0)K(t), L1 (t) = K −1 (0)K1 (t), L2 (t) be the matrix composed of the entries of the last n − k columns and n − k rows of the matrix L(t), and L3 (t) be the matrix composed of the last n − k rows of LT (t). Denote U(α , β , μ ) =

 ω 0

LT1 (s)F(s, v(s), v(γ (s)), μ )ds,

V (α , β , μ ) = (LT2 (ω ) − I)β − μ

 ω 0

L3 (s)F(s, v(s), v(γ (s)), μ )ds.

Then the ω -periodicity condition for the solution v(t) takes the form of the equations U(α , β , μ ) = 0,

(4.51)

V (α , β , μ ) = 0.

(4.52)

Taking μ = 0 in (4.52), β = 0 is obtained and therefore the equation (4.51) turns out to U(α , 0, 0) =

 ω 0

L1T (s)F(s, y(s, α ), y(γ (s), α ), 0)ds = 0.

(4.53)

Let α 0 = (α10 , . . . , αk0 ) be a solution of (4.53). Since the function U has continuous partial derivatives with respect to α j , j = 1, . . . , k, in a sufficiently small neighborhood of the point (α0 , 0, 0), it follows that under the assumption   ∂ U  det ∂α 

α =α 0

 = 0,

the system of equations (4.51) and (4.52) is solvable with respect to α and β so that the functions α j ( μ ) and βs (μ ), j = 1, . . . , k, s = k + 1, . . . , n, are continuous and α j (μ ) → α 0j ,

βs (μ ) → 0 as μ → 0. Thus, for sufficiently small |μ |, the system (4.36) admits an ω -periodic solution, which converges to the solution z(t, α 0 ) of (4.48) as μ → 0. This argumentation completes the proof of the theorem.



The next examples will show the feasibility of our theory. The equations of Duffing type are widely investigated in the field of nonlinear dynamics, and used to model many processes in mechanics and electronics [138, 241]. These type of equations are used to construct the following examples. Example 4.3. In this example, we deal with the equation  

  t +π q (t) = −q(t) + 3 sin2 (t) + μ q(t) + q 2π cost , (4.54) 2π which has an argument of γ type. The form of the perturbation of this equation is chosen to be linear since the simulation of the solutions for the equation with retarded and advanced argument is difficult in nonlinear case.

66

Nonlinear Hybrid Continuous/Discrete-Time Models

The equation (4.54) can be transformed into a system as ⎛ ⎞     0 0 1 0 

 ⎜ ⎟ z (t) = z(t) + +μ⎝ ⎠ . (4.55) t +π 2 z (t) + z 2 π cost −1 0 3 sin t 1 2 2π Let us slightly generalize it to the system ⎛ 

 ⎞ t +π     a z 2 π sint + b z (t) 1 2 ⎜ ⎟ 0 1 0 2 π ⎟ , (4.56)

 z (t) = z(t) + +μ⎜ ⎝ ⎠ 2 t + π −1 0 3 sin t c z1 (t) + d z2 2π cost 2π where a, b, c and d are real constants. Obviously, (4.55) is a specific case of (4.56) when a = 0, b = 0, c = 1, and d = 1. If μ = 0, (4.56) takes the form 

0



z (t) =

1

 z(t) +

−1 0

It can be easily verified that



ψ1 =

cost





0 3 sin2 t





.

sint

(4.57) 

and ψ2 = − sint cost are two 2π -periodic solutions of the adjoint system corresponding to the last equation. Then,

 2π

is given by

=

 2π



cos s − sin s



0



ds = 0, sin s cos s 3 sin2 s that is, the condition (C10) is achieved. Hence, the family of 2π -periodic solutions of (4.57) 0

K1T (s) f (s)ds

0

⎛

⎞ 3 cos 2t α1 cost + α2 sint + + 2 2 ⎠, z(t, α ) = ⎝ −α1 sint + α2 cost − sin 2t where α1 , α2 ∈ R are the parameters. Next, the existence of a 2π -periodic solution of the equation (4.56) will be clarified. The function h(α ) in Theorem 4.9 can be evaluated as h(α ) =

 2π

K1T (s)g(s, z(s, α ), z(γ (s), α ), 0)ds ⎛ 

 ⎞ s+π    2π a z 2 π , α sin s + b z (s, α ) 1 2 ⎟ cos s − sin s ⎜ 2π  ⎜ ⎟ ds

 = ⎝ ⎠ s + π 0 sin s cos s c z1 (s, α ) + d z2 2π , α cos s 2π    2π −c α2 sin2 s + b α2 cos2 s = ds 0 (a (α1 + 2) − b α1 ) sin2 s + (c α1 + d α2 ) cos2 s   π (b − c)α2 = . π ((a − b + c)α1 + d α2 + 2a) 0

(4.58)

Small parameter

67

Suppose that b = c and a = b − c. By a straightforward calculation one can point out that −2a the zero of the equation h(α ) = 0 is α 0 = ( a−b+c , 0), and the determinant evaluated at this

point is  det

    0 π (b − c) ∂ h  = det ∂ α α =α 0 π (a − b + c) d = −π 2 (b − c)(a − b + c) = 0.

2.5 ← μ=0.15 ← μ=0

z1

2 1.5 1 0

2

4

6

t (a)

8

10

12

14

16

1.5 1

z2

0.5

← μ=0.15 ← μ=0

0 −0.5 −1 −1.5 0

2

4

6

8 t (b)

10

12

14

16

Fig. 4.1 Simulation of the periodic solution of (4.57) (solid) and the solution of (4.56) (dashed) which is near the periodic solution of the perturbed system if a = 0, b = 0, c = 1, d = 1, with identical initial data, z(0) = (2, 0)T . In (a) the first coordinates are shown, and second coordinates of the solutions are given in (b).

Hence, by means of Theorem 4.9, we can conclude that for sufficiently small |μ |, the equation (4.56) has a 2π -periodic solution and this solution tends to z(t, α 0 ) as μ → 0. Since the initial value of the solution is close to the initial value of the periodic solution of the equation (4.57), and since there is continuous dependence on the parameter μ , the following simulations with identical initial data, z(0) = (2, 0)T , can be constructed. These can be observed from the Figure 4.1, where the solid lines are graphs of the periodic solution of the equation (4.57), and graphs of two coordinates of the periodic solution of the equation (4.56) are near the dashed lines. Example 4.4. Distinctively from the previous example, this time the situation is considered

68

Nonlinear Hybrid Continuous/Discrete-Time Models

with nonlinear perturbation. In this case, a numerical simulation cannot be provided, but by the result of this chapter, the existence of periodic solutions can be indicated. In this example, the equation  z (t) =

0

1

−1 0



 z(t) +



0 3 sin2 t

⎛



 ⎞ t +π 2 sint + z2 (t) ⎟ ⎜ z 1 2π 2π ⎟ +μ⎜ 

 ⎝ ⎠ t +π 2 2 z1 (t) + z2 2π cost 2π

(4.59)

is investigated, and similar to the previous one, it can be verified that the conditions (C1)– (C10) hold and the function h(α ) can be evaluated as h(α ) =

 2π

K1T (s)g(s, z(s, α ), z(γ (s), α ), 0)ds, ⎛ 

2 ⎞ s+π    2π z 1 2π , α sin s + z2 (s, α ) ⎟ cos s − sin s ⎜ 2π ⎜ ⎟ ds = 

2 ⎝ ⎠ s+π 0 sin s cos s 2 z1 (s, α ) + z2 2π , α cos s 2π    2π 2 −2 α2 sin s + α2 cos2 s = ds 0 ((α1 + 2)2 − α1 ) sin2 s + (2 α1 + α22 ) cos2 s   −π α2 = . π ((α1 + 2)2 + α1 + α22 ) 0

The zeros of the equation h(α ) = 0 are given by α 1 = (−1, 0) and α 2 = (−4, 0). A direct calculation shows that

 det

  ∂ h  = 0, i = 1, 2. ∂ α α =α i

By the help of Theorem 4.9, for sufficiently small |μ |, (4.59) has two 2π -periodic solutions and these solutions tend to z(t, α 1 ) and z(t, α 2 ), respectively, as μ → 0. Notes The Poincar´e method of small parameter [267], with Lyapunov’s stability [215] development was applied in [218, 219] for intensive investigation of the existence of periodic solutions. As far as we aware the first papers about the method for differential equations with piecewise constant arguments are [34, 35]. The results for a quasilinear system, considering both critical and non-critical cases, have been obtained. In view of this approach, higher order approximations can be achieved, if the dependence on the parameters will be developed. That is, one needs to extend results of higher order differentiability. Another

Small parameter

69

opportunity is the extension of the results for equations with state-dependent piecewise argument of Chapter 7. We believe that theorems on the smoothness of solutions of the differential equations with impulses at non-fixed moments [20] will be very useful in this extension. The method of small parameter can be applied also for synchronization of the systems [56, 187, 240, 266].

Chapter 5

Stability

5.1

The Lyapunov-Razumikhin method

In this section we develop the Lyapunov’s second method for stability of differential equations with piecewise constant argument of generalized type by employing the Razumikhin technique [150, 270]. Sufficient conditions are established for stability, uniform stability and uniform asymptotic stability of the trivial solution of such equations. We also provide appropriate examples to illustrate our results. Detailed comparison of values of a solution at a point and at the neighbor moment, where the argument function has discontinuity, helps us to extend the discussion. It embraces the existence and uniqueness of solutions, continuous dependence of solutions on initial data, and, exceptionally important is those of stability results, which we intend to consider in the present chapter. To give more sense to the last words, in Example 5.3 at the end of the chapter, we will do additional stability analysis of the results obtained by Gopalsamy and Liu [131] for the logistic equation N  (t) = rN(t)(1 − aN(t) − bN([t])),

t > 0,

(5.1)

where [t] denotes the maximal integer not greater than t. 5.1.1

Theoretical results

Let N and R+ be the set of natural numbers and nonnegative real numbers, respectively, i.e., N = {0, 1, 2, . . .} and R+ = [0, ∞). Denote the n-dimensional real space by Rn for n ∈ N, and the Euclidean norm in Rn by · . Fix a real-valued sequence θi such that 0 = θ0 < θ1 < · · · < θi < · · · with θi → ∞ as i → ∞. In this section, we shall consider the following equation x (t) = f (t, x(t), x(β (t))), 71

(5.2)

72

Nonlinear Hybrid Continuous/Discrete-Time Models

where x ∈ S(ρ ) = {x ∈ Rn : x < ρ }, t ∈ R+ , β (t) = θi if t ∈ [θi , θi+1 ), i ∈ N. The following assumptions will be needed throughout the section: (C1) f (t, y, z) ∈ C(R+ × S(ρ ) × S(ρ )) is an n × 1 real valued function; (C2) f (t, 0, 0) = 0 for all t  0; (C3) f (t, y, z) satisfies the condition

f (t, y1 , z1 ) − f (t, y2 , z2 )   ( y1 − y2 + z1 − z2 )

(5.3)

for all t ∈ R+ and y1 , y2 , z1 , z2 ∈ S(ρ ), where  > 0 is a Lipschitz constant; (C4) there exists a positive number θ such that θi+1 − θi  θ , i ∈ N; (C5) θ [1 + (1 + θ )eθ ] < 1; (C6) 3θ eθ < 1. Let us use the following sets of functions: K = {a ∈ C(R+ , R+ ) : a is strictly increasing and a(0) = 0}, Ω = {b ∈ C(R+ , R+ ) : b(0) = 0, b(s) > 0 for s > 0}. Definition 5.1. A function x(t) is a solution of (5.2) on R+ if (i) x(t) is continuous on R+ ; (ii) the derivative x (t) exists for t ∈ R+ with the possible exception of the points θi , i ∈ N, where one-sided derivatives exist; (iii) equation (5.2) is satisfied by x(t) on each interval (θi , θi+1 ), i ∈ N, and it holds for the right derivative of x(t) at the points θi , i ∈ N. The following lemma is an important auxiliary result. Notation 5.1. K() =

1 . 1 − θ [1 + (1 + θ )eθ ]

Lemma 5.1. Let (C1)–(C5) be fulfilled. Then the following inequality

x(β (t))  K() x(t)

holds for all t  0. Proof. Let us fix t ∈ R+ . Then there exists k ∈ N such that t ∈ [θk , θk+1 ). We have x(t) = x(θk ) +

 t θk

f (s, x(s), x(θk ))ds, t ∈ [θk , θk+1 ).

(5.4)

Stability

73

Hence,

x(t)  x(θk ) + 

 t θk

( x(s) + x(θk ) ) ds

 (1 + θ ) x(θk ) + 

 t θk

x(s) ds.

The Gronwall-Bellman Lemma yields that x(t)  (1 + θ )eθ x(θk ) . Moreover, for t ∈ [θk , θk+1 ) we have x(θk ) = x(t) − Thus,

x(θk )  x(t) + 

 t θk

 t θk

f (s, x(s), x(θk ))ds.

( x(s) + x(θk ) ) ds

 t

 (1 + θ )eθ + 1 x(θk ) ds θk    x(t) + θ (1 + θ )eθ + 1 x(θk ) .  x(t) + 

It follows from condition (C5) that x(θk )  K() x(t) for t ∈ [θk , θk+1 ). Hence (5.4) holds for all t  0.



Theorem 5.1. Assume that conditions (C1) and (C3)–(C6) are satisfied. Then for every (t0 , x0 ) ∈ R+ × S(ρ ) there exists a unique solution x(t) = x(t,t0 , x0 ) of (5.2) on R+ in the sense of Definition 5.1 such that x(t0 ) = x0 . Definition 5.2. Let V : R+ × S(ρ ) → R+ . Then V is said to belong to the class ϑ if (i) V is continuous on R+ × S(ρ ) and V (t, 0) ≡ 0 for all t ∈ R+ ; (ii) V (t, x) is continuously differentiable on (θi , θi+1 ) × S(ρ ) and for each x ∈ S(ρ ), right derivative exists at t = θi , i ∈ N. Definition 5.3. Given a function V ∈ ϑ , the derivative of V with respect to system (5.2) is defined by

∂ V (t, x) + gradxT V (t, x) f (t, x, y) ∂t for all t = θi in R+ and x , y ∈ S(ρ ). V  (t, x, y) =

(5.5)

Next, we assume that conditions (C1)–(C6) are satisfied and we will obtain the stability of the zero solution of (5.2) based on the Lyapunov-Razumikhin method. We can formulate the definitions of Lyapunov stability in the same way as for ordinary differential equations. Definition 5.4. The zero solution of (5.2) is said to be

74

Nonlinear Hybrid Continuous/Discrete-Time Models

(i) stable if for any ε > 0 and t0 ∈ R+ , there exists a δ = δ (t0 , ε ) > 0 such that x0 < δ implies x(t,t0 , x0 ) < ε for all t  t0 ; (ii) uniformly stable if δ is independent of t0 . Definition 5.5. The zero solution of (5.2) is said to be uniformly asymptotically stable if it is uniformly stable and there is a δ0 > 0 such that for every ε > 0 and t0 ∈ R+ , there exists a T = T (ε ) > 0 such that x(t,t0 , x0 ) < ε for all t > t0 + T whenever x0 < δ0 . Theorem 5.2. Assume that there exists a function V ∈ ϑ such that (i) u( x )  V (t, x) on R+ × S(ρ ), where u ∈ K ; (ii) V  (t, x, y)  0 for all t = θi in R+ and x, y ∈ S(ρ ) such that V (β (t), y)  V (t, x). Then the zero solution of (5.2) is stable. Proof. First of all, we show stability for t0 = θ j for some j ∈ N. Then it will allow us to prove stability for an arbitrary t0 ∈ R+ due to Lemma 5.1. Let ρ1 ∈ (0, ρ ). Given ε ∈ (0, ρ1 ) and t0 = θ j , choose δ1 > 0 sufficiently small so that ! ! V (θ j , x(θ j )) < u(ε ) if !x(θ j )! < δ1 . Let δ = δ1 /K(). We note δ < δ1 as K() > 1 and show that this δ is the needed one. Let us fix k ∈ N and consider the interval [θk , θk+1 ). Using the condition (ii), we shall show that V (t, x(t))  V (θk , x(θk )) for t ∈ [θk , θk+1 ).

(5.6)

Set V (t) = V (t, x(t)). If (5.6) is not true, then there exist points κ and τ with θk  κ < τ <

θk+1 such that V (κ ) = V (θk ) and V (t) > V (θk ) for t ∈ (κ , τ ]. By applying the Mean-Value Theorem to the function V , we get V (τ ) −V (κ ) = V  (ζ ) > 0 τ −κ

(5.7)

for some ζ ∈ (κ , τ ). Indeed, being V (ζ ) > V (θk ), it follows from the condition (ii) that V  (ζ )  0, which contradicts to (5.7). Hence, (5.6) is true. Using the continuity of V and x(t), we can obtain by induction that V (t, x(t))  V (θ j , x(θ j )) for all t  θ j .

(5.8)

Stability

75

! ! If !x(θ j )! < δ , we have V (θ j , x(θ j )) < u(ε ) since δ < δ1 . This together with (5.8) leads us to the inequality V (t, x(t)) < u(ε ) which implies immediately that x(t) < ε for all t  θ j . Hence, stability for the case t0 = θ j , i ∈ N is proved. Now, let us consider the case t0 ∈ R+ , t0 = θi for all i ∈ N. Then there is j ∈ N such that

θ j < t0 < θ j+1 . Given ε > 0 (ε < ρ1 ), we choose δ1 > 0 such that V (θ j , x(θ j )) < u(ε ) if ! ! !x(θ j )! < δ1 . Take a solution x(t) of (5.2) such that x(t0 ) < δ , where δ = δ1 /K(). By ! ! Lemma 5.1, x(t0 ) < δ results in !x(θ j )! < δ1 . Then by the discussion used for t0 = θ j , we obtain that x(t) < ε for all t  θ j and hence for all t  t0 , proving the stability of the 

zero solution. Theorem 5.3. Assume that there exists a function V ∈ ϑ such that (i) u( x )  V (t, x)  v( x ) on R+ × S(ρ ), where u, v ∈ K ; (ii) V  (t, x, y)  0 for all t = θi in R+ and x, y ∈ S(ρ ) such that V (β (t), y)  V (t, x). Then the zero solution of (5.2) is uniformly stable.

Proof. Fix ε > 0 and choose δ1 > 0 such that v(δ1 )  u(ε ). Define δ = δ1 /K(). Similar to the previous discussion, we consider two cases: when t0 = θ j for some j ∈ N and, when t0 = θi for all i ∈ N, to show that this δ is the needed one. If t0 = θ j , where j is ! ! a fixed nonnegative integer and !x(θ j )! < δ , then as a consequence of the condition (i) we have V (θ j , x(θ j ))  v(δ ) < v(δ1 )  u(ε ). Using the same argument used in the proof of Theorem 5.2, we get the inequality V (t, x(t))  V (θ j , x(θ j )) for all t  θ j and see that V (t, x(t)) < u(ε ) for all t  θ j . Hence x(t) < ε for all t  θ j . We note that evaluation of

δ does not depend on the choice of j ∈ N. Now, take t0 ∈ R+ with t0 = θi for all i ∈ N. Then there exists j ∈ N such that θ j < t0 <

θ j+1 . Take a solution x(t) of (5.2) such that x(t0 ) < δ . It follows by Lemma 5.1 that ! ! !x(θ j )! < δ1 . From a similar idea used for the case t0 = θ j , we conclude that x(t) < ε for t  θ j and indeed for all t  t0 . Finally, one can see that the evaluation is independent of j ∈ N and correspondingly for all t0 ∈ R+ .



Theorem 5.4. Assume that all of the conditions in Theorem 5.3 are valid and there exist a continuous nondecreasing function ψ such that ψ (s) > s for s > 0 and a function w ∈ Ω. If condition (ii) is replaced by (iii) V  (t, x, y)  −w( x ) for all t = θi in R+ and x, y ∈ S(ρ ) such that V (β (t), y) < ψ (V (t, x)),

76

Nonlinear Hybrid Continuous/Discrete-Time Models

then the zero solution of (5.2) is uniformly asymptotically stable. Proof. When V (β (t), y)  V (t, x), we have V (β (t), y) < ψ (V (t, x)). Then by the condition (iii), we have V  (t, x, y)  0. From Theorem 5.3, it follows that the zero solution of (5.2) is uniformly stable. First, we show “uniform” asymptotic stability with respect to all elements of the sequence

θi , i ∈ N. Fix j ∈ N and ρ1 ∈ (0, ρ ). If t0 = θ j and δ > 0 are such that v(K()δ ) = u(ρ1 ), K() > 1, arguments of Theorem 5.3 show that V (t, x(t))  v(δ ) < v(K()δ ) for all t  θ j and hence ! !

x(t) < ρ1 if !x(θ j )! < δ . In what follows, we shall show that this δ can be taken as δ0 in the Definition 5.5 of uniform asymptotic stability. That is, for arbitrary ε , 0 < ε < ρ1 , we need to show that there exists a T = T (ε ) > 0 such that x(t) < ε for t  θ j + T if ! ! !x(θ j )! < δ . Set γ = inf{w(s) : v−1 (u(ε ))  s  ρ1 }. We note that this set is not empty since ε < ρ1 and u, v ∈ K implies that u(ε ) < v(ρ1 ), which, in turn, leads us to the inequality v−1 (u(ε )) <

ρ1 . Denote δ1 = K()δ . From the properties of the function ψ (s), there is a number a > 0 such that ψ (s) − s > a for u(ε )  s  v(δ1 ). Let N be the smallest positive integer such that u(ε ) + Na  v(δ1 ). v(δ1 ) Choose tk = k( + θ ) + θ j , k = 1, 2, . . . , N. We will prove that γ V (t, x(t))  u(ε ) + (N − k)a for t  tk ,

k = 0, 1, 2, . . . , N.

(5.9)

We have V (t, x(t))  v(δ1 )  u(ε ) + Na for t  t0 = θ j . Hence, (5.9) holds for k = 0. Now, we suppose that (5.9) is true for some 0  k < N. Let us show that V (t, x(t))  u(ε ) + (N − k − 1)a for t  tk+1 .

(5.10)

Let Ik = [β (tk ) + θ ,tk+1 ]. To prove (5.10), we first claim that there exists a t ∗ ∈ Ik such that V (t ∗ , x(t ∗ ))  u(ε ) + (N − k − 1)a.

(5.11)

Otherwise, V (t, x(t)) > u(ε ) + (N − k − 1)a for all t ∈ Ik . On the other side, we have V (t, x(t))  u(ε ) + (N − k)a for t  tk , which implies that V (β (t), x(β (t)))  u(ε ) + (N − k)a for t  β (tk ) + θ . Hence, for t ∈ Ik ,

ψ (V (t, x(t))) > V (t, x(t)) + a > u(ε ) + (N − k)a  V (β (t), x(β (t))).

(5.12)

Stability

77

Since v−1 (u(ε ))  x(t)  ρ1 for t ∈ Ik , it follows from the hypothesis (iii) that V  (t, x(t), x(β (t)))  −w( x(t) )  −γ for all t = θm in Ik . Using the continuity of the function V and the solution x(t), we get V (tk+1 , x(tk+1 ))  V (β (tk ) + θ , x(β (tk ) + θ )) − γ (tk+1 − β (tk ) − θ ) < v(δ1 ) − γ (tk+1 − tk − θ ) = 0, which is a contradiction. Thus (5.11) holds, that is, there is a t ∗ ∈ Ik such that V (t ∗ , x(t ∗ ))  u(ε ) + (N − k − 1)a. Next, we show that V (t, x(t))  u(ε ) + (N − k − 1)a for all t ∈ [t ∗ , ∞).

(5.13)

If (5.13) does not hold, then there exists a t ∈ (t ∗ , ∞) such that V (t, x(t)) > u(ε ) + (N − k − 1)a  V (t ∗ , x(t ∗ )). Thus, we can find a  t ∈ (t ∗ ,t) such that  t = θm , V  ( t , x( t ), x(β ( t ))) > 0 and V ( t , x( t )) > ∗  u(ε ) + (N − k − 1)a. If there is no such t , then for all t ∈ (t ,t), t = θm , we have V  (t, x(t), x(β (t)))  0 or V (t, x(t))  u(ε ) + (N − k − 1)a. But, V  (t, x(t), x(β (t)))  0 leads to V (t, x(t))  V (t ∗ , x(t ∗ )), a contradiction. If V (t, x(t))  u(ε ) + (N − k − 1)a, then V (t, x(t)) < V (t, x(t)) for t ∈ (t ∗ ,t), t = θm , is also a contradiction. Hence,  t exists. However,

ψ (V ( t , x( t ))) > V ( t , x( t )) + a > u(ε ) + (N − k)a  V (β ( t ), x(β ( t ))) implies that V  ( t , x( t ), x(β ( t )))  −γ < 0, a contradiction. V (t, x(t))  u(ε ) + (N − k − 1)a for all t 

t∗

Then, we conclude that

and thus for all t  tk+1 . This completes

the induction and we know that (5.9) holds. For k = N, we have   v(δ1 ) V (t, x(t))  u(ε ) , t  tN = N + θ + t0 . γ Hence, x(t) < ε for t > θ j + T where T = N( stability for t0 = θ j , j ∈ N.

v(δ1 ) + θ ), proving uniform asymptotic γ

Consider the case t0 = θi for all i ∈ N. Then θ j < t0 < θ j+1 for some j ∈ N. x(t0 ) < δ ! ! implies by Lemma 5.1 that !x(θ j )! < δ1 . Hence, the argument used above for the case t0 = θ j yields that x(t) < ε for t > θ j + T and in turn for all t > t0 + T .



78

5.1.2

Nonlinear Hybrid Continuous/Discrete-Time Models

Examples

In the following examples, we assume that the sequence θi , which is in the basis of the definition of the function β (t), satisfies the condition (C4). Example 5.1. Consider the following linear equation x (t) = −a(t)x(t) − b(t)x(β (t)) where a and b are bounded continuous functions on

R+

(5.14)

such that |b(t)|  a(t) for all

t  0. Clearly, one can check that conditions (C1)-(C2) and (C3) with a Lipschitz constant  = supt∈I a(t) are fulfilled. Moreover, we assume that the sequence θi and  satisfy (C5) and (C6). Let V (x) = x2 /2. Then for t = θi , i ∈ N, we have V  (x(t)) = −a(t)x2 (t) − b(t)x(t)x(β (t))  −a(t)x2 (t) + |b(t)| |x(t)| |x(β (t))|  −[a(t) − |b(t)|]x2 (t)  0 whenever |x(β (t))|  |x(t)|. Since V = x2 /2, V (x(β (t)))  V (x(t)) implies that V  (x(t))  0. Thus by Theorem 5.3, the trivial solution of (5.14) is uniformly stable. Next, let us investigate uniform asymptotic stability. If there are constants λ > 0, ω ∈ [0, 1) and q > 1 with λ  a(t), |b(t)|  ωλ and 1 − qω > 0, then for ψ (s) = q2 s, w(s) = (1 − qω )λ s2 and V (x) = x2 /2 as above, we obtain that V  (x(t))  −w(|x(t)|), t = θi , whenever V (x(β (t))) < ψ (V (x(t))). Theorem 5.4 implies that x = 0 is uniformly asymptotically stable. The following illustration is a development of an example from [270]. Example 5.2. Let us now consider a nonlinear scalar equation x (t) = f (x(t), μ x(β (t)))

(5.15)

where f (x, y) is a continuous function with f (0, 0) = 0, f (x, 0)/x = −σ for some σ > 0 satisfying σ  | μ | and | f (x1 , y1 ) − f (x2 , y2 )|  (|x1 − x2 | + |y1 − y2 |). Then conditions (C1)–(C3) are valid. We take a sequence θi so that (C5)-(C6) hold true together with the Lipschitz constant . Choosing V (x) = x2 , we get for t = θi V  (x(t)) = 2x(t) f (x(t), μ x(β (t)))

f (x(t), μ x(β (t))) − f (x(t), 0) f (x(t), 0) 2 =2 + x (t) x(t) x(t)

| μ ||x(β (t))| 2 − σ x2 (t)  2(|μ | − σ )x2 (t)  0 |x(t)|

Stability

79

whenever V (x(β (t)))  V (x(t)). It follows from Theorem 5.3 that the solution x = 0 of (5.15) is uniformly stable. Example 5.3 (A logistic equation with harvesting). In [131], stability of the positive equilibrium N ∗ = 1/(a + b) of equation (5.1) has been studied. Equation (5.1) models the dynamics of a logistically growing population subjected to a density-dependent harvesting. There, N(t) denotes the population density of a single species and the model parameters r, a and b are assumed to be positive. Gopalsamy and Liu showed that N ∗ is globally asymptotically stable if α  1 where

α = a/b. Particularly, it was shown that the equilibrium is stable for integer initial moments. The restriction is caused by the method of investigation: the reduction to difference equation. Our results are for all initial moments from R+ , not only integers. Moreover, we consider uniform stability for the general case β (t). Consequently, we may say that the approach of the book allows to study stability of the class of equations in complete form. Let us discuss the following equation N  (t) = rN(t)(1 − aN(t) − bN(β (t))), t > 0,

(5.16)

which is a generalization of (5.1). One can see that (5.1) is of type (5.16) when β (t) = [t]. For our needs, we translate the equilibrium point N ∗ to origin by the transformation x = b(N − N ∗ ), which takes (5.16) into the following form

1  x (t) = −r x(t) + [α x(t) + x(β (t))]. (5.17) 1+α   1 Note that f (x, y) := −r x + 1+α (α x + y) is a continuous function and has continuous partial derivatives for x, y ∈ S(ρ ). If we evaluate the first order partial derivatives of the function f (x, y), we see that     ∂ f     r 2αρ + ρ + α ,  ∂x  1+α for x, y ∈ S(ρ ).

    ∂ f   r ρ+ 1 ,  ∂y  1+α

If we choose  = r(2αρ + 2ρ + 1) as a Lipschitz constant, one can see that the conditions (C1)–(C3) are fulfilled for sufficiently small r. In addition, we assume that  is sufficiently small so that the conditions (C5) and (C6) are satisfied. Suppose that α  1 and ρ < 1/(1 + α ). Then for V (x) = x2 , x ∈ S(ρ ) and t = θi , we have   1 V  (x(t), x(β (t))) = −2rx(t) x(t) + (α x(t) + x(β (t))) 1+α   1  −2r x(t) + (α x2 (t) − |x(t)||x(β (t))|) 1+α   1  −2r x(t) + (α − 1)x2 (t)  0 1+α

80

Nonlinear Hybrid Continuous/Discrete-Time Models

whenever V (x(β (t)))  V (x(t)). Theorem 5.3 implies that the zero solution of (5.17) is uniformly stable. This in turn leads to uniform stability of the positive equilibrium N ∗ of (5.16). To prove uniform asymptotic stability, we need to satisfy the condition (iii) in Theorem 5.4. In view of uniform stability, given ρ1 ∈ (0, ρ ) we know that there exists a δ > 0 such that x(t) ∈ S(ρ1 ) for all t  t0 whenever |x(t0 )| < δ . Let us take a constant q such that 1 < q < α , then for ψ (s) = q2 s, w(s) = 2r(α − q)η s2 , η = 1/(1 + α ) − ρ1 and V (x) = x2 as before, we have

 V  (x(t), x(β (t)))  −2r x(t) +

 1 (α − q)x2 (t)  −w(|x(t)|), t = θi , 1+α whenever V (x(β (t))) < ψ (V (x(t))). Hence the solution x = 0 (resp. N = N ∗ ) of (5.17) (resp. (5.16)) is uniformly asymptotically stable by Theorem 5.4.

5.2

The method of Lyapunov functions

The results of this section have been developed through the concept of “total stability” [146, 275], which is stability under persistent perturbations of the right hand side of a differential equation, and they originate from a special theorem by Malkin [220]. Then, one can accept our approach as comparison of stability of equations with piecewise constant argument and ordinary differential equations. Finally, it deserves to emphasize that the direct method for differential equations with deviating argument necessarily utilizes functionals [150, 270], but we use only Lyapunov functions to determine criteria of the stability. Let N and R+ be the set of natural numbers and nonnegative real numbers, respectively, i.e., N = {0, 1, 2, . . .}, R+ = [0, ∞). Denote the n-dimensional real space by Rn for n ∈ N, and the Euclidean norm in Rn by · . Let us introduce a special notation: K = {ψ : ψ ∈ C(R+ , R+ ) is a strictly increasing function and ψ (0) = 0}. We fix a real-valued sequence θi , i ∈ N, such that 0 = θ0 < θ1 < · · · < θi < · · · with θi → ∞ as i → ∞, and shall consider the following equation x (t) = f (t, x(t), x(β (t))), where x ∈ B(h) = {x ∈

Rn

: x < h}, t ∈

R+ ,

(5.18)

β (t) = θi if t ∈ [θi , θi+1 ), i ∈ N.

We say that a continuous function x(t) is a solution of equation (5.18) on R+ if it satisfies (5.18) on the intervals [θi , θi+1 ), i ∈ N and the derivative x (t) exists everywhere with the possible exception of the points θi , i ∈ N, where one-sided derivatives exist. In the rest of this section, we assume that the following conditions hold:

Stability

81

(C1) f (t, u, v) ∈ C(R+ × B(h) × B(h)) is an n × 1 real valued function; (C2) f (t, 0, 0) = 0 for all t  0; (C3) f satisfies a Lipschitz condition with constants 1 , 2 :

f (t, u1 , v1 ) − f (t, u2 , v2 )  1 u1 − u2 + 2 v1 − v2

(5.19)

for all t ∈ R+ and u1 , u2 , v1 , v2 ∈ B(h); (C4) there exists a constant θ > 0 such that θi+1 − θi  θ , i ∈ N; (C5) θ [2 + 1 (1 + 2 θ )e1 θ ] < 1; (C6) θ (1 + 22 )e1 θ < 1. The proof of the following assertion is similar to that of Lemma 5.1. Lemma 5.2. If the conditions (C1)–(C5) are fulfilled, then we have the estimation

x(β (t))  m x(t)

" #−1 for all t ∈ R+ , where m = 1 − θ [2 + 1 (1 + 2 θ )e1 θ ] .

(5.20)

Next, we need the following theorem which provides conditions for the existence and uniqueness of solutions on R+ . Since the proof of the assertion is almost identical to Theorem 2.3, we omit it here. Theorem 5.5. Suppose that conditions (C1) and (C3)–(C6) are fulfilled. Then for every (t0 , x0 ) ∈ R+ × B(h) there exists a unique solution x(t) = x(t,t0 , x0 ) of (5.18) on R+ with x(t0 ) = x0 . 5.2.1

Main results

Let us consider the following system associated with (5.18): y (t) = g(t, y(t)),

(5.21)

where g(t, y(t)) = f (t, y(t), y(t)). This system is an ordinary differential equation. To understand the role of equation (5.21), particularly the effect of piecewise constant argument in the investigation of (5.18), the following example is important. Consider the following linear equation with piecewise constant argument: x (t) = ax(t) + bx([t]), x(0) = x0 . The solution of (5.22) on R+ is given by [317]        b b b b [t] x(t) = ea(t−[t]) 1 + − ea 1 + − x0 . a a a a

(5.22)

82

Nonlinear Hybrid Continuous/Discrete-Time Models

It is clear from the last expression that the zero solution of (5.22) is asymptotically stable if and only if a(ea + 1) < b < −a (5.23) ea − 1 holds. On the other side, when we consider the following ordinary differential equation −

y (t) = ay(t) + by(t) = (a + b)y(t),

(5.24)

which is associated with (5.22), we see that the trivial solution of (5.24) is asymptotically stable if and only if b < −a.

(5.25)

When the insertion of the greatest integer function is regarded as a “perturbation” of the linear equation (5.24), it is seen for (5.22) that the stability condition (5.23) is necessarily stricter than the one given by (5.25) for the corresponding “non-perturbed” equation (5.24). If we discuss stability of equation (5.18) on the basis of (5.21), we expect that a comparison, similar to the relation of the conditions of (5.23) and (5.25), can be generalized. Furthermore, stability conditions for the ordinary differential equation (5.21) may not be enough for the issue system (5.18). By means of the following theorems, we demonstrate that stability of (5.18) depends on that of the corresponding ordinary differential equation (5.21). Theorem 5.6. Suppose that (C1)–(C6) are valid and there exist a continuously differentiable function V : R+ × B(h) → R+ , V (t, 0) = 0, and a positive constant α such that (i) u( y )  V (t, y) on R+ × B(h), where u ∈ K ;  (ii) V(5.21) (t, y)  −α 2 (1 + m) y 2 for all t ∈ R+ and y ∈ B(h); ! ! ! ∂ V (t, y) ! ! !  α y . (iii) ! ∂y !

Then the zero solution of (5.18) is stable. Proof. Let h1 ∈ (0, h). Given ε ∈ (0, h1 ) and t0 ∈ R+ , choose δ > 0 sufficiently small such that V (t0 , x(t0 )) < u(ε ) whenever x(t0 ) < δ . If we evaluate the time derivative of V with respect to (5.18), we get, for t = θi ,  V(5.18) (t, x(t), x(β (t))) = Vt (t, x(t)) + Vx (t, x(t)), f (t, x(t), x(β (t)))

= Vt (t, x(t)) + Vx (t, x(t)), g(t, x(t)) + Vx (t, x(t)), h(t, x(t), x(β (t))) where h(t, x(t), x(β (t))) = f (t, x(t), x(β (t))) − f (t, x(t), x(t)). Hence, we have  V(5.18) (t, x(t), x(β (t)))  −α 2 (1 + m)||x(t) 2 + Vx (t, x(t)) h(t, x(t), x(β (t)))

 −α 2 (1 + m) x(t) 2 + α 2 (1 + m) x(t) 2 = 0,

Stability

83

which implies that V (t, x(t))  V (t0 , x(t0 )) < u(ε ) for all t  t0 , proving that x(t) < ε .  Theorem 5.7. Suppose that (C1)–(C6) are valid and there exist a continuously differentiable function V : R+ × B(h) → R+ and a constant α > 0 such that (i) u( y )  V (t, y)  v( y ) on R+ × B(h), where u, v ∈ K ;  (ii) V(5.21) (t, y)  −α 2 (1 + m) y 2 for all t ∈ R+ and y ∈ B(h); ! ! ! ∂ V (t, y) ! ! (iii) ! ! ∂ y !  α y .

Then the zero solution of (5.18) is uniformly stable. Proof. Let h1 ∈ (0, h). Fix ε > 0 in the range 0 < ε < h1 and choose δ > 0 such that v(δ ) < u(ε ). If t0  0 and x(t0 ) < δ , then as a consequence of the condition (i) we have V (t0 , x(t0 )) < v(δ ) < u(ε ). Using the same argument used in the proof of Theorem 5.6, one can obtain that V (t, x(t))  V (t, x(t)) < u(ε ) for all t  t0 . Hence x(t) < ε for all t  t0 .  Theorem 5.8. Suppose that (C1)–(C6) hold true and there exist a continuously differentiable function V : R+ × B(h) → R+ , constants α > 0 and τ > 1 such that (i) u( y )  V (t, y)  v( y ) on R+ × B(h), where u, v ∈ K ;  (ii) V(5.21) (t, y)  −τα 2 (1 + m) y 2 for all t ∈ R+ and y ∈ B(h); ! ! ! ∂ V (t, y) ! ! (iii) ! ! ∂ y !  α y .

Then the zero solution of (5.18) is uniformly asymptotically stable. Proof. In view of the Theorem 5.6, the equilibrium x = 0 of (5.18) is uniformly stable. We need to show that it is asymptotically stable as well. For t = θi ,  V(5.18) (t, x(t), x(β (t)))  −τα 2 (1 + m) x(t) 2 + α 2 (1 + m) x(t) 2

= −(τ − 1)α 2 (1 + m) x(t) 2 . Denote w( x ) = (τ − 1)α 2 (1 + m) x 2 . Let h1 ∈ (0, h). Choose δ > 0 such that v(δ ) < u(h1 ). We fix ε ∈ (0, h1 ) and pick η ∈ (0, δ ) such that v(η ) < u(ε ). Let t0 ∈ R+ and

x(t0 ) < δ . We define T = u(h1 )/w(η ). We shall show that x(t) < η for some t ∈ [t0 ,t0 + T ]. If this were not true, then we would have x(t)  η for all t ∈ [t0 ,t0 + T ]. For t ∈ [t0 ,t0 + T ], t = θi , we have  V(5.18) (t, x(t), x(β (t)))  −w( x(t) )  −w(η ).

84

Nonlinear Hybrid Continuous/Discrete-Time Models

Since the function V (t, x(t)) and the solution x(t) are continuous, we obtain that V (t0 + T, x(t0 + T ))  V (t0 , x(t0 )) − w(η )T < v(δ ) − w(η )

u(h1 ) < 0, w(η )

which is a contradiction. Hence, t exists. Now for t  t we have V (t, x(t))  V (t, x(t)) < v(η ) < u(ε ). Finally, it follows from the hypothesis (i) that x(t) < ε for all t  t and in turn for all t  t0 + T.



Remark 5.1. Theorems 5.6-5.8 provide criteria for stability, which are entirely constructed on the basis of Lyapunov functions. As for the functionals, they appear only in the proofs of theorems. Although the equations include deviating arguments, and functionals are ordinarily used in the stability criteria [150], we see that the conditions of the section, which guarantee stability, are definitely formulated without functionals. Next, we want to compare our present results, which are obtained by the method of Lyapunov functions with the ones proved in [25], see also Chapter 5 by employing the Lyapunov-Razumikhin technique. To this end, let us discuss the following linear equation with piecewise constant argument of generalized type taken from [25], x (t) = −a0 (t)x(t) − a1 (t)x(β (t)),

(5.26)

where a0 and a1 are bounded continuous functions on R+ . We suppose that the sequence

θi , i ∈ N, with 1 = supt∈R+ |a0 (t)|, 2 = supt∈R+ |a1 (t)|, satisfies the conditions (C4)–(C6). One can check easily that conditions (C1)–(C3) are also valid. Under the assumption 0  a0 (t) + a1 (t)  2a0 (t),

t  0,

(5.27)

it was obtained via the Lyapunov-Razumikhin method in [25] that the trivial solution of (5.26) is uniformly stable. Let us consider this equation using the results obtained in the present section. We set (1 + m) sup |a1 (t)|  a0 (t) + a1 (t), t  0. t∈R+

(5.28)

In order to apply our results, we need the following equation besides (5.26); y (t) = −(a0 (t) + a1 (t))y(t).

(5.29)

Let us define a Lyapunov function V (y) = α2 y2 , y ∈ B(h), α > 0. It follows from (5.28) that the derivative of V (y) with respect to equation (5.29) is given by  V(5.29) (y(t)) = −α (a0 (t) + a1 (t))y2 (t)

 −α 2 (1 + m)y2 (t).

Stability

85

Then, by Theorem 5.7, the zero solution of (5.26) is uniformly stable. In addition, taking (a0 (t)+a1 (t))  τ 2 (1+m), τ > 1, one can show that the trivial solution of (5.26) is uniformly asymptotically stable by Theorem 5.8. We can see that theorems obtained by Lyapunov-Razumikhin method provide larger class of equations with respect to (5.26). However, from the perspective of the constructive analysis, the present method may be more preferable, since, for example, from the proof of  Theorem 5.7, we have V(5.26) (t, x(t), x(β (t)))  0, which implies |x(t)|  |x(t0 )|, t  t0 , for

our specific Lyapunov function. Thus, by using the present results, it is possible to evaluate the number δ needed for (uniform) stability in the Definition 5.4 as δ = ε . Besides Theorems 5.6, 5.7 and 5.8, the following assertions may be useful for analysis of the stability of differential equations with piecewise constant argument. These theorems are important and have their own distinctive values with the newly required properties of the Lyapunov function and can be proved similarly. Theorem 5.9. Suppose that (C1)–(C6) are valid and there exist a continuously differentiable function V : R+ × B(h) → R+ and a positive constant M such that (i) u( y )  V (t, y) on R+ × B(h), where u ∈ K ;  (ii) V(5.21) (t, y)  −M2 (1 + m) y for all t ∈ R+ and y ∈ B(h); ! ! ! ∂ V (t, y) ! ! (iii) ! ! ∂ y !  M.

Then the zero solution of (5.18) is stable. Theorem 5.10. Suppose that (C1)–(C6) are valid and there exist a continuously differentiable function V : R+ × B(h) → R+ and a positive constant M such that (i) u( y )  V (t, y)  v( y ) on R+ × B(h), where u, v ∈ K ;  (ii) V(5.21) (t, y)  −M2 (1 + m) y for all t ∈ R+ and y ∈ B(h); ! ! ! ∂ V (t, y) ! ! (iii) ! ! ∂ y !  M.

Then the zero solution of (5.18) is uniformly stable. Theorem 5.11. Suppose that (C1)–(C6) hold true and there exist a continuously differentiable function V : R+ × B(h) → R+ , constants M > 0 and τ > 1 such that (i) u( y )  V (t, y)  v( y ) on R+ × B(h), where u, v ∈ K ;  (ii) V(5.21) (t, y)  −τ M2 (1 + m) y for all t ∈ R+ and y ∈ B(h); ! ! ! ∂ V (t, y) ! ! (iii) ! ! ∂ y !  M.

86

Nonlinear Hybrid Continuous/Discrete-Time Models

Then the zero solution of (5.18) is uniformly asymptotically stable. 5.2.2

Applications to the logistic equation

In this section, we are interested in the stability of the positive equilibrium N ∗ = 1/(a + b) of the following logistically growing population subjected to a density-dependent harvesting; N  (t) = rN(t)[1 − aN(t) − bN(β (t))],

t > 0,

(5.30)

where N(t) denotes the biomass of a single species, and r, a, b are positive parameters. There exists an extensive literature dealing with sufficient conditions for global asymptotic stability of equilibria for the logistic equation with piecewise constant argument (see [131, 204, 205, 235] and the references therein). For example, Gopalsamy and Liu [131] showed that N ∗ is globally asymptotically stable if a/b  1. In these papers, the initial moments are taken as integers owing to the method of investigation: reduction to difference equations. Since our approach makes it possible to take not only integers, but also all values from R+ as initial moments, we can consider the stability in uniform sense. Let us also discuss the biological sense of the insertion of the piecewise constant delay [131,205,235]. The delay means that the rate of the population depends both on the present size and the memorized values of the population. To illustrate the dependence, one may think populations, which meet at the beginning of a season, e.g., in springtime, with their instinctive evaluations of the population state and environment and implicitly decide which living conditions to prefer and where to go in line with group hierarchy, communications and dynamics and then adapt to those conditions. By means of the transformation x = b(N − N ∗ ), equation (5.30) can be simplified as

1  x (t) = −r x(t) + [γ x(t) + x(β (t))], (5.31) 1+γ where γ = a/b. Let us specify for (5.31) general conditions of Theorems 5.6, 5.7 and 5.8. We observe that f (x, y) := −r(x + 1+1 γ )(γ x +y) is a continuous function and has continuous partial derivatives for x, y ∈ B(h). It can be found easily that     γ 1 1 = r 2γ h + h + , 2 = r h + . 1+γ 1+γ One can see that (C1), (C2) and (C3) hold if r is sufficiently small. Moreover, we assume that (C4), (C5) and (C6) are satisfied. Consider the following equation associated with (5.31);

1 y (t) = −r(1 + γ )y(t) y(t) + . 1+γ

(5.32)

Stability

87

Suppose h is smaller than

1 1+γ

and consider a Lyapunov function defined by V (y) = α2 y2 ,

y ∈ B(h), α > 0. Then,  V(5.32) (y(t))

= −α r(1 + γ )y (t) y(t) + 2

1 1+γ



 −α r[1 − h(1 + γ )]y2 (t). For sufficiently small h, we assume that

ϕ (h, m)  γ where

ϕ (h, m) = It follows from (5.33) that

1 − h(3 + m) −  h+

1 1+γ



(5.33)

(h(1 + m))2 − 6h(1 + m) + 1 . 2h

 (1 + m)  1 − h(1 + γ ),

which implies in turn  V(5.32) (y(t))  −α 2 (1 + m)y2 (t).

By Theorem 5.7, the zero solution of (5.31) is uniformly stable. Next, we consider uniform asymptotic stability. Assuming for τ > 1;

ψ (h, m, τ )  γ where

ψ (h, m, τ ) = we obtain that

1 − hτ (3 + m) −  τ h+

1 1+γ

(5.34)

 (hτ (1 + m))2 − 6hτ (1 + m) + 1 , 2h

 (1 + m)  1 − h(1 + γ ).

One can easily show that ψ (h, m, τ )  1 for small h. Then for V (y) = α2 y2 , we have  V(5.32) (y(t))  −τα 2 (1 + m)y2 (t).

That is, condition (iii) of Theorem 5.8 is satisfied. Thus, the trivial solution x = 0 of (5.31) is uniformly asymptotically stable. In the light of the above reduction, we see that the obtained conditions are valid for the stability of the equilibrium N = N ∗ of (5.30). Finally, we see that the condition (5.34) is stronger than the one γ  1 taken from [131]. However, our results allow us to take all values from R+ as initial moments, whereas [131] considers only integers. Moreover, the piecewise constant argument is of generalized type.

88

Nonlinear Hybrid Continuous/Discrete-Time Models

Notes Stability as a standard object to analyze in any theory of differential equations. It has been investigated already in first papers about differential equations with piecewise constant argument [85, 286, 319] and developed further in [81, 131, 133, 211, 254, 256, 258, 291]. Nevertheless, it seems that the method of reduction to discrete systems narrowed the problem. For example, uniform stability could not be analyzed by the method and stability has been investigated with only the initial zero moment mainly. It is clear that there were not applications of continuous Lyapunov functions or functionals. Introducing the comparison of values of solutions at switching moments, as well as involving integral equations in the discussion have allowed us in [25] to consider the system in the proper way, as continuous dynamics. Consequently, various opportunities are visible, now. To the best of our knowledge, there have been no results on stability obtained by the method for differential equations with piecewise constant argument, despite they are delay differential equations. It is well known that the second Lyapunov method utilizes functionals or functions for differential equations with deviating argument [150, 270]. However, their derivatives along solutions are always functionals. From this point of view, one can search for more constructive criteria of the stability, which include the derivatives as functions. Our observations allow us to find the stability criteria applying Lyapunov functions with derivatives being functions, that is, to have equations close to ordinary differential equations in the stability analysis. Moreover, the effective Lyapunov-Razumikhin method has been used for the stability analysis. The main results of this chapter were published in [25, 29] for the first time.

Chapter 6

The state-dependent piecewise constant argument

6.1

Introduction

In previous chapters, the differential equations with piecewise constant argument of generalized type (differential equations with piecewise constant arguments) of the form dx(t) = f (t, x(t), x(β (t))), dt

(6.1)

are considered, where β (t) = θi if θi  t < θi+1 , i are integers, is an identification function,

θi is a strictly increasing sequence of real numbers. In the current chapter, we generalize the equations to a new type of systems, differential equations with state-dependent piecewise constant argument, where intervals of constancy of the independent argument are not prescribed and they depend on the present state of a motion. The method of analysis for these equations was initiated in previous chapters. The chapter consists of two main parts. In Section 6.2 we introduce the most general, for the present time, form of the equations. Basic properties of the ordinary differential equations, constancy switching surfaces are defined, which give a start of investigation. One of them is called the extension property. Moreover, the definition of solutions is given. In the remaining part of the chapter, we realize the general concepts for a particular type of equations, namely, the quasilinear systems. Existence and uniqueness theorem, periodicity, and stability of the zero solution are discussed. 6.2

Generalities

Let N, R, Z be the sets of all natural and real numbers, and integers, respectively. Denote by · the Euclidean norm in Rn , n ∈ N. Let I = (a, b) ⊆ R and A ⊆ Z be nonempty intervals of real numbers, and integers, correspondingly. Let G ⊆ Rn be an open connected region. Denote by C(G , I ) and 89

90

Nonlinear Hybrid Continuous/Discrete-Time Models

C1 (G , I ) the set of all continuous and continuously differentiable functions from G to I , respectively. Fix a sequence of real valued functions {τi (x)} ⊂ C(G , I ), where i ∈ A . The next assumption will be necessary in this section. (A1) There exist two positive real numbers θ and θ such that θ  τi+1 (x) − τi (y)  θ for all x, y ∈ G and i ∈ A . Set the surfaces Si = {(t, x) ∈ I × G : t = τi (x)}, i ∈ A , in I × G , and define the regions Di = {(t, x) ∈ I × G : τi (x)  t < τi+1 (x)}, i ∈ A , and Dr = {(t, x) ∈ I × G : τr (x)  t} if max A = r < ∞. According to (A1), Di ’s, i ∈ A , are nonempty disjoint sets. In this section, the equation dx(t) = f (t, x(t), x(β (t, x))), dt

(6.2)

is considered, where t ∈ I , x ∈ G , and β (t, x) is a functional such that if x(t) : I → G is a continuous function, and (t, x(t)) ∈ Di for some i ∈ A , then β (t, x) = ηi , where ηi satisfies the equation η = τi (x(η )). From the description of the functions τ , it implies that one can call the surfaces t = τi (x) as constancy switching surfaces, since the solution’s piecewise constant argument changes its value at the moment of meeting one of the surfaces. The system (6.2) is named as a system of differential equations with state-dependent piecewise constant argument. The following condition is required to define a solution of the equation (6.2) on I . (A2) For a given (t0 , x0 ) ∈ I × G , there is an integer j ∈ A such that t0  τ j (x0 ), and j  k if t0  τk (x0 ), k ∈ A . It can be easily seen that the functional β (t, x) satisfies the constraint β (t, x)  t for all t ∈ I , x ∈ G . Indeed, to define system (6.2), the point (t, x) must belong to D j , for some j∈A. Consider the ordinary differential equation dy(t) = f (t, y(t), z), dt

(6.3)

where z is a constant vector in G , together with the assumption (B0) For a given (t0 , x0 ) ∈ I × G , the solution y(t) = y(t, t0 , x0 ) of the equation (6.3) exists and is unique in any interval of existence, and it has an open maximal interval of existence such that any limit point of the set (t, y(t)), as t tends to the endpoints of the maximal interval of existence, is a boundary point of I × G .

State-dependent argument

91

Let us remind that condition (B0) is valid, if, for example, the function f is continuous in t, and satisfies the local Lipschitz condition in y. From now on, the following conditions are needed: (A3) For a given (t0 , x0 ) ∈ I × G satisfying (A2), there exists a solution y(t) = y(t, t0 , x0 ) of the equation (6.3) such that η j = τ j (y(η j )) for some j ∈ A , and η j  t0 . (A4) For each z ∈ G and j ∈ A solution y(t, τ j (z), z) of the equation (6.3) does not meet the surface S j if t > τ j (z). (A5) For a given (t0 , x0 ) ∈ I × G belonging to S j , j ∈ A , there exist a surface S j−1 ⊂ I × G , and a solution y(t) = y(t, t0 , x0 ) of the equation (6.3) such that η j−1 =

τ j−1 (y(η j−1 )) for some η j−1 < t0 . If a point (t0 , x0 ) ∈ I × G satisfies (A2) and (A3), then this point is said to have the extension property. Next, the definition of a solution of (6.2) is given. Definition 6.1. A function x(t) is said to be a solution of the equation (6.2) on an interval J ⊆ I if: (i) it is continuous on J , (ii) the derivative x (t) exists at each point t ∈ J with the possible exception of the points

ηi , i ∈ A , for which the equation η = τi (x(η )) is satisfied, where the right derivative exists, (iii) the function x(t) satisfies the equation (6.2) on each interval (ηi , ηi+1 ), i ∈ A , and it holds for the right derivative of x(t) at the points ηi . Now, the problem of global existence of the solution x(t) = x(t, t0 , x0 ) of (6.2), will be considered, where (t0 , x0 ) ∈ I × G is a point with the extension property. Let us investigate the problem for increasing t. The point (t0 , x0 ) is either in S j , or there is a ball B((t0 , x0 ); ε ) ⊂ D j for some real number ε > 0, and j ∈ A . The solution x(t) is defined on an interval [η j , t0 ], η j  t0 by the extension property, and satisfies the initial value problem (IVP) y (t) = f (t, y(t), y(ηi )), y(ηi ) = x(ηi ),

(6.4)

such that ηi = τi (x(ηi )) for i = j (See Fig 6.1). In view of (A4) and (B0), there exists a solution ψ (t) = ψ (t, η j , x(η j )) of (6.4) defined on the right maximal interval of existence,

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Nonlinear Hybrid Continuous/Discrete-Time Models

x

D

D

D

j

j-1

j+1

x0

η

η

j-1

j

t

Fig. 6.1

η

0

Sj

S j-1

...

S

t

η j+1

j+1

j+2

S j+2

A solution of a differential equation with state-dependent argument.

[t0 , β ). In the case of ψ (t) does not intersect S j+1 , or the constancy switching surface S j+1 does not exist, the right maximal interval of x(t) is [t0 , β ), β > t0 . Otherwise, there is some

ξ ∈ I such that t0 < ξ < β , and ξ = τ j+1 (ψ (ξ )). Then by denoting η j+1 = ξ , the solution x(t) is defined as ψ (t) on [t0 , η j+1 ]. Now, the above discussion for (t0 , x0 ) can be applied to the point (η j+1 , x(η j+1 )). Proceeding in this way, we shall come either to the case when for some k ∈ A , k > j, the solution ψ (t) = ψ (t, ηk , x(ηk )) has a right maximal interval [ηk , γ ) and this solution does not meet Sk+1 , and then [t0 , γ ), γ > ηk , is the right maximal interval of existence of x(t). If there is no such k, then either x(t) is continuable to +∞ if the set A is unbounded from above, or the solution achieves the point (ηr , x(ηr )), ηr = τr (x(ηr )) and then x(t) has the right maximal interval [t0 , κ ), κ > ηr where [ηr , κ ) is the right maximal interval of the solution ψ (t) of the equation (6.4) for i = r. On the basis of the above discussion, if the extension property for (t0 , x0 ) and the conditions (A4) and (B0) are valid, then the solution x(t, t0 , x0 ) of the equation (6.2) has a right maximal interval of existence, and it is open from the right. Now, the case for decreasing t will be taken into account. Assume, again, that (t0 , x0 ) sat-

State-dependent argument

93

isfies the extension property. First, the situation when (t0 , x0 ) ∈ S j should be considered. If the condition (A5) is not valid, then the solution x(t, t0 , x0 ) does not exist for t  t0 . Otherwise, it is continuable to η j−1 such that η j−1 = τ j−1 (x(η j−1 )), and satisfies the equation (6.4) for i = j − 1. Then, again, as for (η j , x(η j )), the same discussion should be made for the point (η j−1 , x(η j−1 )). Finally, we may conclude that either there exists ηk , k  j such that the left maximal interval of x(t) is [ηk , t0 ] (it is true also if there exists k = min A ), or the solution is continuable up to −∞. In the case when (t0 , x0 ) is an interior point of D j , and satisfies the extension property, x(t, t0 , x0 ) is continuable to the left till S j , and the discussion made above can be repeated. Consequently, the left maximal interval of existence of x(t) is either a closed interval [ηk , t0 ], k ∈ A , or an infinite interval (−∞, t0 ]. By combining the left and right maximal intervals, the solution x(t) is defined on the maximal interval of existence.

6.3

Quasilinear systems

In this section, the existence and uniqueness of solutions of quasilinear equations with state-dependent β function are investigated. Let I = R, G = Rn and A = Z. Fix a sequence of real numbers {θi } ⊂ R such that

θi < θi+1 for all i ∈ Z. Take a sequence of functions ξi (x) ∈ C(Rn , R). Set τi (x) = θi + ξi (x). Define the constancy switching surfaces Si = {(t, x) ∈ R × Rn : t = θi + ξi (x)}, i ∈ Z, and the regions Di = {(t, x) ∈ R × Rn : θi + ξi (x)  t < θi+1 + ξi+1 (x)}, i ∈ Z. The main subject of investigation is the quasilinear differential equation of the form x (t) = A(t)x(t) + F(t, x(t), x(β (t, x))),

(6.5)

where t ∈ R, x ∈ Rn , and β (t, x) is a functional such that if x(t) : R → Rn is a continuous function, and (t, x(t)) ∈ Di for some i ∈ Z, then β (t, x) = ηi , where ηi satisfies the equation

η = θi + ξi (x(η )). Fix H ∈ R, H > 0, and denote KH = {x ∈ Rn : x < H}. In the sequel, we make use of the following conditions: (Q1) There exist positive real numbers c, d such that c  θi+1 − θi  d, i ∈ Z. (Q2) There exists l ∈ R, 0  2l < c, such that |ξi (x)|  l, i ∈ Z, for all x ∈ KH . (Q3) Functions A : R → Rn×n and F : R × Rn × Rn → Rn are continuous. (Q4) There exists a Lipschitz constant L1 > 0 such that

F(t, x1 , y1 ) − F(t, x2 , y2 )  L1 [ x1 − x2 + y1 − y2 ] for t ∈ R and x1 , y1 , x2 , y2 ∈ KH .

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Nonlinear Hybrid Continuous/Discrete-Time Models

(Q5) supt∈R A(t) = κ < ∞. (Q6) supt∈R F(t, 0, 0) = N < ∞. (Q7) There exists a Lipschitz constant L2 > 0 such that |ξi (x) − ξi (y)|  L2 x − y

for all x, y ∈ KH and i ∈ Z. Explicitly, the conditions (Q1) and (Q2) imply (A1) with θ = c − 2l and θ = d + 2l. Also, the equation (6.3) for system (6.5) has the form y (t) = A(t)y(t) + F(t, y(t), z),

(6.6)

where z ∈ Rn is a constant vector. Hence, evidently, (A2) and (B0) are valid for the last equation, provided that the conditions (Q1)–(Q4) are satisfied. Let X(t) be a fundamental matrix solution of the homogeneous system, corresponding to the equation (6.6), that is, x (t) = A(t)x(t),

(6.7)

such that X(0) = I , where I is an n × n identity matrix. Denote by X(t, s) = X(t)X −1 (s), t, s ∈ R, the transition matrix of (6.7). It can be verified that the inequalities m  X(t, s)  M,

(6.8)

X(t, s) − X(t, s)  κ M|t − t|,

(6.9)

are satisfied for the transition matrix X(t, s), if t, t, s ∈ [θ j − l, θ j+1 + l] for some j ∈ Z, where m = exp(−κθ ) and M = exp(κθ ). Let us fix (t0 , x0 ) ∈ R×Rn . The following lemma is the main auxiliary result of this chapter. Lemma 6.1. Suppose that (Q1)–(Q3) are fulfilled. Then, x(t) is a solution of the equation (6.5) with x(t0 ) = x0 for t  t0 , if and only if it satisfies the equation x(t) = X(t, t0 )x0 +

 t t0

X (t, s)F(s, x(s), x(β (s, x)))ds.

(6.10)

Proof. Necessity. Suppose that x(t) is a solution of the equation (6.5) satisfying x(t0 ) = x0 , where (t0 , x0 ) ∈ D j for some j ∈ Z. Define

φ (t) = X(t, t0 )x0 +

 t t0

X(t, s)F(s, x(s), x(β (s, x)))ds.

(6.11)

If (t, x(t)) ∈ D j  S j , then there exists a moment η j ∈ R such that β (s, x) = η j for all (s, x(s)) ∈ D j . Also, the equations

φ  (t) = A(t)φ (t) + F(t, x(t), x(η j )),

State-dependent argument

95

and x (t) = A(t)x(t) + F(t, x(t), x(η j )) are satisfied, and this ends up with the equality [φ (t) − x(t)] = A(t)[φ (t) − x(t)]. Calculating the limit values at η j , j ∈ Z, one can find that

φ  (η j ± 0) = A(η j ± 0)φ (η j ± 0) + F(η j ± 0, x(η j ± 0), x(β (η j ± 0, x(η j ± 0)))), x (η j ± 0) = A(η j ± 0)x(η j ± 0) + F(η j ± 0, x(η j ± 0), x(β (η j ± 0, x(η j ± 0)))). Consequently,  [φ (t) − x(t)] t=η

j +0

 = [φ (t) − x(t)] t=η

j −0

.

Thus, [φ (t) − x(t)] is a continuously differentiable function defined for t  t0 satisfying both the equation (6.7) and the initial condition φ (t0 ) − x(t0 ) = 0. By means of uniqueness of solutions of the equation (6.7), it is clear that φ (t) − x(t) ≡ 0 for t  t0 . Sufficiency. Suppose that x(t) is a solution of (6.10) for t  t0 . For a fixed integer j, if (t, x(t)) ∈ D j  S j , then by differentiating (6.10) it is possible to see that x(t) satisfies the equation (6.5). Moreover, it can be shown that x(t) satisfies the equation (6.5) in D j , by considering the limit (t, x(t)) → S j , and taking into account that x(β (t, x)) is a rightcontinuous function. The proof of the lemma is completed.



The following example gives evidence about the difficulties for providing uniqueness of solutions of even simple differential equations with state-dependent piecewise constant argument. Example 6.1. Consider the equation x (t) = −2x(β (t, x)),

(6.12)

where β (t, x) is defined through the sequences θ j = 2 j and ξ j (x) = cos x/4, j ∈ Z. Fix a point (t0 , x0 ) ∈ R × Rn , such that the equation t0 = (cos x0 )/4 is satisfied. The solution x(t) of (6.12) with x(t0 ) = x0 , is of the form x(t) = (1 − 2(t − cos x0 /4))x0 for t ∈ [t0 , 5/4). Particularly, for (t0 , x0 ) = (1/4, 0) and (1/4, 2π ), the corresponding solutions are x1 (t) = 0 and x2 (t) = π (3−4t), respectively, each of which passes through the point (3/4, 0). Hence, the uniqueness is not attained.  = 2L1 H + N. At this point we need the following assumption: Denote M

96

Nonlinear Hybrid Continuous/Discrete-Time Models

 2 , 1 − N θ M/H}. (Q8) 2M θ L1 < min{1 − 2(κ H + M M)L Let h ∈ R, 0 < h <



1−2ML1 θ H − Nθ M

. The following lemma imposes sufficient conditions

for the extension property to be satisfied by the equation (6.5). Lemma 6.2. Suppose that conditions (Q1)–(Q8) are fulfilled, and (t0 , x0 ) ∈ D j for some integer j such that x0 < h. Then there exists a solution y(t) = y(t,t0 , x0 ) of the equation (6.5) such that

η j = θ j + ξ j (y(η j )) for some η j  t0 , and y(t) ∈ KH for all t ∈ [θ j − l, θ j+1 + l]. Proof. If (t0 , x0 ) ∈ S j , then by taking η j = t0 the result can be concluded directly. Suppose that (t0 , x0 ) ∈ D j  S j . Let us construct the following sequences. Take η 0 = θ j , y0 (t) = X(t, t0 )x0 , and define

η k+1 = θ j + ξ j (yk (η k )), yk+1 (t) = X(t, t0 )x0 +

 t t0

(6.13)

X (t, s)F(s, yk (s), yk (η k ))ds

(6.14)

for all k ∈ Z, k  0. Let · 0 = maxt∈[θ j −l, θ j+1 +l] · . It is straightforward to see that ! t ! ! ! k !

yk+1 0  M x0 + ! X (t, s)

F(s, yk (s), yk (η )) ds! ! t 0

0

 Mh + NM θ + 2ML1 θ yk 0 

1 − (2ML1 θ )k+2 (Mh + NM θ ). 1 − 2ML1 θ

In view of (Q8), yk (t) ∈ KH for all t ∈ [θ j − l, θ j+1 + l], k ∈ Z, k  0. Now, we will deal with the uniform convergence of the sequence {yk (t)}. The equations (6.13) and (6.14) imply that |η k+1 − η k | = |ξ j (yk (η k )) − ξ j (yk−1 (η k−1 ))|  L2 yk (η k ) − yk−1 (η k−1 ) ,  t    k k−1 

yk+1 − yk 0  max M F(s, yk (s), yk (η )) − F(s, yk−1 (s), yk−1 (η )) ds  t∈[θ j −l, θ j+1 +l] t0    ML1 θ yk − yk−1 0 + yk (η k ) − yk−1 (η k−1 ) ,

State-dependent argument

97

! ! ! !

yk+1 (η k+1 ) − yk (η k )  !X(η k+1 , t0 ) − X (η k , t0 )! x0

 η   k+1  + 

X(η k+1 , s)F(s, yk (s), yk (η k )) ds η  ηk  k + 

X(η k+1 , s)F(s, yk (s), yk (η k )) t0 !  !  −X(η k , s)F(s, yk−1 (s), yk−1 (η k−1 ))! ds  + κθ ))M|ηk+1 − ηk |  (κ h + M(1 $ % +ML1 θ yk − yk−1 0 + yk (η k ) − yk−1 (η k−1 )

  + κθ ))  M L2 (κ h + M(1  +L1 θ [ yk − yk−1 0 + yk (η k ) − yk−1 (η k−1 ) ]    + ML1 θ [ yk − yk−1 0  L2 (κ H + M M) + yk (η k ) − yk−1 (η k−1 ) ]. Then,   k−1  + ML1 θ  |η k+1 − η k |  2 L2 (κ H + M M) θ M M,     k  + ML1 θ 

yk+1 (η k+1 ) − yk (η k )  2 L2 (κ H + M M) θ M M,   k  + ML1 θ 

yk+1 − yk 0  2 L2 (κ H + M M) θ M M.

(6.15) (6.16) (6.17)

Thus, there exist a unique moment η j , and a solution y(t) of the equation (6.5) with y(t0 ) = x0 such that η j = θ j + ξ j (y(η j )), and η k and yk converge as k → ∞, respectively. The lemma is proved.



In what follows, we will consider the differential equations of type (6.5) such that the solutions intersect each constancy switching surface not more than once. In the previous section this assumption coincides with (A4). The following lemma defines the sufficient condition for this property. From now on we shall need the following condition.    < 1. (Q9) L2 κ MH + M M Lemma 6.3. Suppose that (Q1)–(Q7), (Q9) hold. Then every solution x(t) ∈ KH of the equation (6.5) meets any constancy switching surface not more than once. Proof. Suppose the contrary. Then, there exist a solution x(t) ∈ KH of (6.5) and a surface S j , j ∈ Z such that x(t) meets this surface more than once. Let the first intersection be

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Nonlinear Hybrid Continuous/Discrete-Time Models

at t = t0 and another intersection at t = t ∗ so that we have t0 = θ j + ξ j (x(t0 )) and t ∗ =

θ j + ξ j (x(t ∗ )) for t0 < t ∗ . Then, we have  t∗

|t ∗ − t0 |  L2 X(t ∗ , t0 )x(t0 ) + X(t, s)F(s, x(s), x(β (s, x)))ds − x(t0 )

t   0  |t ∗ − t0 |,  L2 κ MH + M M 

which contradicts (Q9). The lemma is proved. From the above lemmas we conclude the following theorem.

Theorem 6.1. Assume that conditions (Q1)–(Q9) are fulfilled, and (t0 , x0 ) ∈ D j for some j ∈ Z such that x0 < h. Then there exists a unique solution x(t) = x(t, t0 , x0 ) of the equation (6.5) on [η j , η j+1 ] such that η j = θ j + ξ j (x(η j )), η j+1 = θ j+1 + ξ j+1 (x(η j+1 )), and x(t) ∈ KH . 6.4

Periodic solutions

In this section, we investigate periodic solutions of quasilinear differential equations with state-dependent piecewise constant argument of type (6.5). Let ω and p be fixed positive real number and integer, respectively. We shall introduce the following assumptions: (Q10) The functions A(t) and F(t, x, y) are ω -periodic in t. (Q11) The sequence θi + ξi (x) satisfies (ω , p)-periodicity, that is, θi+p = θi + ω and

ξi+p (x) = ξi (x) for all i ∈ Z and x ∈ Rn . (Q12) det(I − X (ω )) = 0; that is, system (6.7) does not have any w-periodic solution. We define, if (Q12) is fulfilled, the function  X(t)(I − X(ω ))−1 X −1 (s), 0  s  t  ω, G(t, s) = −1 −1 X(t + ω )(I − X (ω )) X (s), 0  t < s  ω ,

(6.18)

which is called Green’s function [153]. Let maxt, s∈[0, ω ] G(t, s) = K. We need the following lemma to prove the main theorem. This lemma can be proved using Lemma 6.1. Lemma 6.4. Suppose that (Q1)–(Q12) are fulfilled. Then the solution x(t) of the equation (6.5) is w-periodic if and only if it satisfies the integral equation x(t) =

 ω 0

G(t, s)F(s, x(s), x(β (s, x)))ds.

(6.19)

State-dependent argument

99

Let · ω = maxt∈[0, ω ] · . Denote by Φ the set of all continuous and piecewise continuously differentiable ω -periodic functions on R such that if φ ∈ Φ then φ (t) ω < H, d φdt(t) ω < N + (2L1 + κ )H.

We introduce the following assumption to prove the next theorem. (Q13) (2KL1 ω − 1)H + NK ω < 0; L2 (N + (2L1 + κ )H) < 1; KL1 (2 − L2 (N + (2L1 + κ )H))ω + 2KHL1 L2 p + L2 (N + (2L1 + κ )H) < 1. Theorem 6.2. Suppose that (Q1)–(Q13) hold. Then the equation (6.5) has a unique ω periodic solution φ (t) such that φ (t) ∈ KH . Proof. Suppose that for all x ∈ KH and k = j, . . . , j + p − 1, for some j ∈ Z and p > 1, we have 0  θk + ξk (x)  ω . The other cases are similar. Define an operator T on Φ as T [φ ] =

 ω 0

G(t, s)F(s, φ (s), φ (β (s, φ )))ds.

(6.20)

Using (Q13), it is easy to see that T [φ ] ω < H and dTdt[φ ] ω < N + (2L1 + κ )H. That is, T [φ ] ∈ Φ. Now, we will show that the operator T is contractive on Φ. Let φ1 , φ2 ∈ Φ. One can see that using (Q13), the function φi (t) intersects any constancy switching surface Sk exactly once at t = ηki for all i = 1, 2 and k = j, . . . , j + p − 1. Without loss of generality suppose that ηk1  ηk2 . Also, whereby the Mean Value Theorem and (Q13), it can be shown that the inequality 1

φ1 (ηk1 ) − φ2 (ηk2 ) 

φ1 − φ2 ω (6.21) 1 − L2 (N + (2L1 + κ )H) holds. By means of (6.20) and (Q11), the equation T [φi (t)] =

 ηi j 0

+

G(t, s)F(s, φi (s), φi (η ij+p−1 ))ds

j+p−2  η i k+1

∑

k= j

+

 ω

η ij+p−1

ηki

G(t, s)F(s, φi (s), φi (ηki ))ds

G(t, s)F(s, φi (s), φi (η ij+p−1 ))ds

is satisfied for i = 1, 2. Then, by the help of (6.21), we have   η 1j

T [φ1 ] − T [φ2 ] ω  K

F(s, φ1 (s), φ1 (η 1j+p−1 )) − F(s, φ2 (s), φ2 (η 2j+p−1 )) ds 0

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Nonlinear Hybrid Continuous/Discrete-Time Models

+

j+p−2  η 1 k+1

∑

k= j

+

+

 ω η 2j+p−1

j+p−1  η 2 k

∑

k= j



ηk1

ηk2

F(s, φ1 (s), φ1 (ηk1 )) − F(s, φ2 (s), φ2 (ηk2 )) ds

F(s, φ1 (s), φ1 (η 1j+p−1 )) − F(s, φ2 (s), φ2 (η 2j+p−1 )) ds

F(s, φ1 (s), φ1 (β (s, φ1 ))) − F(s, φ2 (s), φ2 (β (s, φ2 ))) ds



KL1 ω (2 − L2 (N + (2L1 + κ )H)) + 2KHL1 L2 p

φ1 − φ2 ω . 1 − L2 (N + (2L1 + κ )H)

Hence, T is contractive and in view of the Lemma 6.4, we conclude that the fixed point is

ω -periodic solution of the equation (6.5). This argument finishes the proof of the theorem.  We carry out the last theorem in the following example. Example 6.2. Consider the system of equations x (t) = −x(t) − a sin(2π t + y(β (t, x, y)))

(6.22)

y (t) = −2y(t) + a sin(2π t + x(β (t, x, y))),

(6.23)

where t, x, y ∈ R, and a is a positive real number. Here, β (t, x, y) is defined by θ j = j, √ √ ξ j (x, y) = −a cos(x + y). The numbers L1 = a 2, L2 = a, θ = 1 + 2a, κ = 2, N = a 2, √  = (2H + 1)a 2, ω = 1, p = 1, and K = e2 (1 −e−1 )−1 are the corresponding M = e2+4a , M parameters in the conditions of Theorem 6.2. One can show that the conditions (Q1)–(Q13) are fulfilled for a = e−4 , H = 1. Hence, by means of Theorem 6.2, we ensure that there is a 1-periodic solution of (6.23). Figure 6.2 shows the solution (x(t), y(t)) of (6.23) with an initial condition (x(−e−4 ), y(−e−4 )) = (0.02, −0.02) that approaches to this periodic solution.

6.5

Stability of the zero solution

In this section, the sufficient conditions for stability of the zero solution are presented. Let us introduce the following conditions: (Q14) F(t,  0, 0) = 0 for all t ∈ R.  (Q15) M (1 + θ L1 )(eML1 θ − 1) + L1 θ < 1.

State-dependent argument

101

0.02

x

0.01 0 −0.01

0

1

2

3

4

5 t

6

7

8

9

10

0

1

2

3

4

5 t

6

7

8

9

10

0.01

y

0 −0.01 −0.02

Fig. 6.2

A solution (x(t), y(t)) that approaches the 1-periodic solution as time increases.

Define K(L1 , θ ) =

M  . 1 − M (1 + θ L1 )(eML1 θ − 1) + L1 θ

The following lemma plays a significant role in this section. The following lemma can be proved by using the technique in [9] and similar to [25, Lemma 1.2]. Lemma 6.5. Suppose that (Q1)–(Q9), (Q14), (Q15) are fulfilled. Then, every solution x(t) of the equation (6.5) satisfies the inequality

x(β (t, x))  K(L1 , θ ) x(t)

(6.24)

for all t ∈ R. Proof. Fix t ∈ R. Let x(t) be a solution of (6.5). Then, there are k ∈ Z, and ηk ∈ R such that (t, x(t)) ∈ Dk , and β (t, x) = ηk . Using Lemma 6.1, we have x(t) = X (t, ηk )x(ηk ) +

 t

ηk

X (t, s)F(s, x(s), x(ηk ))ds.

Then,

x(t)  M x(ηk ) + ML1

 t ηk

( x(s) + x(ηk ) ) ds

 M(1 + θ L1 ) x(ηk ) + ML1

 t ηk

x(s) ds.

102

Nonlinear Hybrid Continuous/Discrete-Time Models

Hence, by the help of the Gronwall-Bellman Lemma, the inequality

x(t)  M(1 + θ L1 )eML1 (t−ηk ) x(ηk )

is obtained. Moreover, x(ηk ) = X(ηk ,t)x(t) − and therefore,

 t ηk

X(ηk , s)F(s, x(s), x(ηk ))ds,

 t

x(ηk )  M x(t) + ML1 ( x(s) + x(ηk ) )ds η  k   M x(t) + M (1 + θ L1 )(eML1 θ − 1) + L1 θ x(ηk ) . Thus, for (t, x(t)) ∈ Dk , we have x(ηk )  K(L1 , θ ) x(t) . The lemma is proved.



Definition 6.2. The zero solution of (6.5) is said to be uniformly stable if for any ε > 0 and t0 ∈ R, there exists a δ = δ (ε ) > 0 such that x(t, t0 , x0 ) < ε whenever x0 < δ for t  t0 . Definition 6.3. The zero solution of (6.5) is said to be uniformly asymptotically stable if it is uniformly stable, and there is a number b > 0 such that for every ζ > 0 there exists T (ζ ) > 0 such that x0 < b implies that x(t, t0 , x0 ) < ζ if t > t0 + T (ζ ). Theorem 6.3. Suppose that (Q1)–(Q9), (Q14), (Q15) hold. If the zero solution of the equation (6.7) is uniformly asymptotically stable, then for sufficiently small Lipschitz constant L1 , the zero solution of the equation (6.5) is uniformly asymptotically stable. Proof. Suppose that the zero solution of (6.7) is uniformly asymptotically stable. Then, there exist positive real numbers α and σ such that for t > s,

X(t, s)  α e−σ (t−s) .

(6.25)

Let x(t) be a solution of (6.5) with the initial condition x(t0 ) = x0 such that x0  h. For t  t0 , we have

 t ! ! ! !

x(t) = !X(t, t0 )x(t0 ) + X(t, s)F(s, x(s), x(β (s, x)))ds! t0

 α e−σ (t−t0 ) x0 + L1

 t t0

α e−σ (t−s) (1 + K(L1 , θ )) x(s) ds,

and eσ t x(t)  α eσ t0 x0 + α L1 (1 + K(L1 , θ ))

 t t0

eσ s x(s) ds.

State-dependent argument

103

0.5 0.4

x

0.3 0.2 0.1 0

0

1

2

3

4

0

1

2

3

4

t

5

6

7

8

9

10

5

6

7

8

9

10

0 −0.1

y

−0.2 −0.3 −0.4 −0.5

t

Fig. 6.3 A solution (x(t), y(t)) that approaches the zero solution as time increases.

Hence, the inequality

x(t)  α e(α L1 (1+K(L1 , θ ))−σ )(t−t0 ) x0

is obtained by the help of the Gronwall-Bellman Lemma. The proof of the theorem ends up by the fact that α L1 (1 + K(L1 , θ )) − σ < 0, for sufficiently small L1 .



Next, we validate our last result with an example. Example 6.3. In the present example, the equation x (t) = −x(t) − a sin2 (y(β (t, x, y))) y (t) = −2y(t) + a sin2 (x(β (t, x, y)))

(6.26)

is taken into consideration, where t, x, y ∈ R, and a is a positive real number. Here,

β (t, x, y) is defined through θ j = j and ξ j (x, y) = −a cos(x + y). The corresponding pa√ rameters in conditions of Theorem 6.3 are L1 = 2 2a, L2 = a, θ = 1 + 2a, κ = 2, N = 0, √  = 4 2aH. It can be shown that the conditions (Q1)–(Q9), (Q14), (Q15) are M = e2+4a , M satisfied for a = e−4 , H = 1. Hence, by Theorem 6.3, the zero solution is uniformly asymptotically stable. Figure 6.3 shows the solution (x(t), y(t)) of (6.26) with initial condition (x(−e−4 ), y(−e−4 )) = (0.02, −0.02) that approaches to the zero solution.

104

Nonlinear Hybrid Continuous/Discrete-Time Models

Notes The principal novelty of the chapter is the state-dependent constancy of arguments. This phenomenon has not been considered in literature, yet. The main results of this chapter are published in [33]. Similar results can be found for equations with impulses at variable moments of time [20] and differential equations on variable time scales [37]. We are confident that the introduction of these equations will provide new opportunities for theory of differential equations and for applications. Equations with γ functions as arguments can also be extended to differential equations with state-dependent piecewise constant argument.

Chapter 7

Almost periodic solutions

This chapter presents existence and stability of almost periodic solutions of the following system dx(t) = A(t)x(t) + f (t, x(θυ (t)−p1 ), x(θυ (t)−p2 ), . . . , x(θυ (t)−pm )), dt

(7.1)

where x ∈ Rn , t ∈ R, υ (t) = i if θi  t < θi+1 , i = . . . , −2, −1, 0, 1, 2, . . . , is an identification function, θi is a strictly ordered sequence of real numbers, unbounded on the left and on the right, p j , j = 1, 2, . . . , m, are fixed integers, and the linear homogeneous system associated with (7.1) satisfies exponential dichotomy. The problem of the existence is studied without any sign condition on deviations of the argument.

7.1

Introduction and Preliminaries

The existence of almost periodic solutions is one of the most interesting problems of the theory of differential equations (see, for example, [46, 87, 117] and the references cited there). This problem has been considered in the context of differential equations with piecewise constant argument in many papers, such as [44, 161, 170, 171, 283, 333, 336], [340–345]. In this chapter we will apply results of investigation of almost periodic discontinuous solutions [40–42], [148, 278]. From the literature one can see the connection between differential equations with piecewise constant arguments and impulsive differential equations. This was mentioned in [81] for differential equations with piecewise constant argument, and in [116] for differential equations with discontinuous right hand side. Ideas on the spaces of discontinuous functions originated from [148,183,288,315]. Following these results, we introduce Bohner type discontinuous almost periodic functions [41]. We used a topology as well as a metric in the spaces of discontinuous functions and in the 105

106

Nonlinear Hybrid Continuous/Discrete-Time Models

discrete spaces of sets of points. Let Z, N, and R be the sets of all integers, natural and real numbers, respectively, and ·

be the Euclidean norm in Rn , n ∈ N. Let s ∈ R be a positive number. We denote Gs = {x ∈ m Rn | x  s} and Gm s = Gs × Gs . . . × Gs (that is, Gs is an m− times Cartesian product

of Gs ). Let C0 (R) (respectively C0 (R × Gm H ) for a given H ∈ R, H > 0) be the set of all bounded and uniformly continuous functions on R (respectively on R×Gm H ). For f ∈ C0 (R) (respectively C0 (R × Gm H )) and τ ∈ R, a translation of f by τ is a function Qτ f = f (t + τ ), t ∈ R (respectively Qτ f (t, z) = f (t + τ , z), (t, z) ∈ R × Gm H ). A number τ ∈ R is called an

ε -translation number of a function f ∈ C0 (R) (C0 (R × Gm H )) if Qτ f − f < ε for every t ∈ R ((t, z) ∈ R × Gm H ). A set S ⊂ R is said to be relatively dense if there exists a number l > 0 such that [a, a + l] ∩ S = 0/ for all a ∈ R. Definition 7.1. A function f ∈ C0 (R)(C0 (R × Gm H )) is said to be almost periodic (almost periodic in t uniformly with respect to z ∈ Gm H ) if for every ε ∈ R, ε > 0, there exists a relatively dense set of ε -translation numbers of f . Denote by A P(R) (A P(R × Gm H )) the set of all such functions. The following assumptions will be needed throughout this chapter. (A1) A(t) ∈ A P(R) is an n × n matrix; (A2) f ∈ A P(R × Gm s ), for every s ∈ R, s  0; (A3) ∃ l ∈ R, l > 0, such that m

f (t, z1 ) − f (t, z2 )  l ∑ z1j − z2j , j=1

where

zi = (z1i , . . . , zm i )

∈ Rm ,

i = 1, 2.

Let dx = A(t)x (7.2) dt be the homogeneous linear system associated with (7.1), and X(t) be a fundamental matrix of (7.2); (A4) System (7.2) satisfies exponential dichotomy, that is, there exist a projection P and positive constants σ1 , σ2 , K1 , K2 , such that

X (t)PX −1 (s)  K1 exp(−σ1 (t − s)), t  s,

X(t)(I − P)X −1 (s)  K2 exp(σ2 (t − s)), t  s. Denote by Θ a space of strictly ordered sequences {θi } ⊂ R, i ∈ Z, such that |θi | → ∞, if |i| → ∞. Let PC be the set of all piecewise continuous functions from R to Rn with

Almost periodic solutions

107

discontinuities of the first type. Assume that the set of discontinuities of every function from PC , numerated in a strict order, is an element of Θ. Moreover, these functions are uniformly continuous on the set



i∈Z (θi , θi+1 ),

and they are left or right continuous at

every point of discontinuity. Denote by PC r ⊂ PC the set of all right continuous functions. If φ ∈ PC , then one can define a function φr ∈ PC r , such that φr (t) = φ (t) everywhere, except possibly at points t = θi , that is,



φr (t) =

φ (t),

if t = θi ,

φ (θi +), i ∈ Z, otherwise.

We say that the function φr (t) is a right extension of the function φ (t) ∈ PC . The set of all left continuous functions, PC l , can be defined similarly. As the function υ (t) is right continuous, it is reasonable to consider only the space PC r , extending to the right a function from PC , if necessary. Since functions from PC are assumed to be the derivatives or limits of the solutions of differential equations with piecewise constant arguments, no difficulty arises from this agreement. In what follows we assume that υ (t) ∈ PC r . It is obvious that the derivative of a solution x(t) is a function from PC r , if we assume it to be right differentiable at t = θi , i ∈ Z. Let

 G(t, s) =

X(t)PX −1 (s),

if t  s,

X(t)(P − I)X −1 (s), if t < s

be the Green’s function of (7.2). Denote Fθ (ψ (t)) = f (t, ψ (θυ (t)−p1 ), ψ (θυ (t)−p2 ), . . . , ψ (θυ (t)−pm )), where ψ (t) ∈ C0 (R). Lemma 7.1. A function x(t) ∈ C0 (R) is a solution of (7.1) if and only if x(t) =

 ∞

−∞

G(t, s)Fθ (x(s))ds.

(7.3)

Proof. Necessity. Let x(t) ∈ C0 (R) be a solution of (7.1). Introduce a function

φ (t) =

∞

−∞ G(t, s)Fθ (x(s))ds.

One can easily see that the function φ (t) is bounded and continuous on R. If t = θi , i ∈ Z, then

φ  (t) = A(t)φ (t) + Fθ (x(t))

(7.4)

108

Nonlinear Hybrid Continuous/Discrete-Time Models

and x (t) = A(t)x(t) + Fθ (x(t)). Consequently, [φ (t) − x(t)] = A(t)[φ (t) − x(t)]. Evaluating the limit values at t = θ j , j ∈ Z, one can find that

φ  (θ j ± 0) = A(θ j ± 0)φ (θ j ± 0) + Fθ (x(θ j ± 0)), x (θ j ± 0) = A(θ j ± 0)x(θ j ± 0) + Fθ (x(θ j ± 0)). Then, [φ (t) − x(t)] |t=θ j +0 = [φ (t) − x(t)] |t=θ j −0 . That is, [φ (t) − x(t)] is a continuously differentiable function on R, satisfying (7.2), and [φ (t) − x(t)] = 0 on R. Sufficiency. Assume that (7.3) is valid and x(t) ∈ C0 (R). Fix i ∈ Z and consider the interval [θi , θi+1 ). If t ∈ (θi , θi+1 ), then by differentiating one can find that x(t) satisfies (7.1). Moreover, considering t → θi +, and taking into account that υ (t) is a right-continuous function, we see that x(t) satisfies (7.1) on [θi , θi+1 ). The lemma is proved.

7.2



Wexler sequences

Fix a sequence θ ∈ Θ, and consider another sequence γi , i ∈ Z, γi+1  γi , such that for every

γi ∈ γ there is an element θ j ∈ θ which satisfies γi = θ j . Let m(i), i ∈ Z, be the number of elements of γ which are equal to θi . We shall call this number the multiplicity of θi with respect to γ . Denote m(γ ) = supi m(i). Denote by Γ the set of all sequences γ such that m(γ ) < ∞. If γ ∈ Γ, then we say that m(γ ) is the maximal multiplicity of γ . It is obvious that |γi | → ∞ if |i| → ∞, for every γ ∈ Γ, and that Θ ⊂ Γ. We say that θ is a support of γ , and (1)

γ a representative of θ . Introduce the following distance γ (1) − γ (2) = supi γi

(2)

− γi

if γ (1) , γ (2) ∈ Γ. We say that elements θ (1) , θ (2) ∈ Θ are ε − equivalent and write θ (1) εθ (2) , if there exist the representatives γ (1) and γ (2) of θ (1) and θ (2) in Γ, respectively, such that

γ (1) − γ (2) < ε . Moreover, we shall say that these sequences are in the ε − neighborhoods of each other. The topology defined on the basis of all ε − neighborhoods, 0 < ε < ∞, of all elements of Θ is named as Bs − topology. Obviously, it is a Hausdorff topology. Lemma 7.2. If θ (1) ε1 θ (2) , θ (2) ε2 θ (3) , then θ (1) (ε1 + ε2 )θ (3) .

Almost periodic solutions

109 (1)

Proof. One can easily find that if θ (1) ε1 θ (2) , then for any element θi

there exists at least

(2) (2) (1) one element θ j such that |θ j − θi | < ε1 , and vice versa. The same is true for elements (1) of sequences θ (2) and θ (3) , with ε2 . Consequently, it is easy to find that for any element θi (3) (3) (1) there exists at least one element θ j such that |θ j − θi | < ε1 + ε2 , and vice versa. Using

this fact, and that the sequences are strictly ordered, we shall construct, in what follows, two (1)

sequences γ (1) and γ (3) such that γ (1) − γ (3) < ε1 + ε2 . We start with θ0 and determine (3)

(1)

all those θi , which are on the distance not less than ε from θ0 . Let us say that they (3)

(3)

(3) (1) (1) (3) (3) = θ0 and γ i = θ j−k+i , i = 0, 1, . . . , k. Next, (1) (1) (1) consider elements θ0 < θ1 < · · · < θl , which are on the distance not less than ε from (3) (3) (3) (1) (1) (1) θ j . Introduce γ i = θ j , γ i = θ−k+i , i = k, . . . , k + l. Then, consider element θl with

are θ j−k < θ j−k−1 < · · · < θ j . Define γ i

the similar procedure and so on. Let us built the sequences for decreasing indices. Consider (1)

(1)

(1)

(3)

elements θ−r < θ−r+1 < · · · < θ0 , which are on the distance not less than ε from θ j−k .

(3) (3) (1) (1) Set γ i = θ j−k , γ i = θi , i = −r, −r + 1 < · · · , 0. Next, one can do the similar procedure (1) for θ−r . Proceeding in this way we shall construct sequences γ (1) and γ (3) from Γ with the



required property. The lemma is proved. Let ai , i ∈ Z, be a sequence in

Rn .

An integer p is called an ε −almost period of the se-

quence, if ai+p − ai < ε for any i ∈ Z. Definition 7.2. A sequence ai , i ∈ Z, is almost periodic, if for every ε > 0 there exists a relatively dense set of its ε −almost periods. j

j

Let γ ∈ Γ, i, j ∈ Z. Denote γi = γi+ j − γi and define sequences γ j = {γi } ∈ Γ, j ∈ Z. Definition 7.3 ( [148, 278]). Sequences γ j , j ∈ Z, are equipotentially almost periodic if for any ε > 0 there exists a relatively dense set of ε -almost periods that are common for all γ j , j ∈ Z. Definition 7.4. We shall say that θ ∈ Θ is a Wexler sequence if there exists a representative

γ of θ with equipotentially almost periodic sequences γ j , j ∈ Z. Let γ ∈ Γ, ε > 0, be given. Denote by Tε ⊂ R the set of numbers τ , for which there exists at least one integer qτ such that q

|γi τ − τ | < ε , i ∈ Z.

(7.5)

Denote by Qτ the set of all numbers qτ satisfying (7.5) for fixed ε and τ , and Qε = 

τ ∈Tε

Qτ . The following lemmas were proved in [148, 315] for m(γ ) = 1. But one can

easily, repeating the proof in [148], verify that they are also valid if 1 < m(γ ) < ∞.

110

Nonlinear Hybrid Continuous/Discrete-Time Models

Lemma 7.3. The following statements are equivalent: (a) the sequences γ j , j ∈ Z, are equipotentially almost periodic; (b) the set Tε is relatively dense for each ε > 0; (c) the set Qε is relatively dense for each ε > 0. Lemma 7.4. Assume that sequences γ j , j ∈ Z, are equipotentially almost periodic. Then for arbitrary l > 0 there exists n0 ∈ N such that any interval of length l contains at most n0 elements of γ . Fix θ ∈ Θ and let h = {hn }, n ∈ N, be a sequence of real numbers. Assume that the sequence of shifts {θ + hn }n is convergent in Bs − topology. We shall denote the limit element as Qh θ . Definition 7.5. An element θ ∈ Θ has the Bohner property, if every sequence {hn } contains a subsequence h ⊂ h , such that Qh θ exists. Theorem 7.1. If θ ∈ Θ is a Wexler sequence, then it satisfies the Bohner property and Qh θ is a Wexler sequence for arbitrary h. Proof. Let θ be a Wexler sequence and γ j , j ∈ Z, be equipotentially almost periodic, where γ is the representative of θ . The almost periodicity of γ 1 implies that there exists

κ > 0 such that 0  θi1 < κ , i ∈ Z. Hence, for arbitrary n ∈ N there exists in such that γin + hn ∈ [0, κ ]. Denote γ (n) = {γi+in }i . Clearly, γ (n) ∈ Γ, m(γ (n) ) = m(γ ), and γ (n) j , j ∈ Z, are equipotentially almost periodic. Using Theorem 1 in [148, p. 129] and the equipotentially almost periodicity of γ (n) j , one can show that there exists a subsequence nk , let us say it is n itself, such that for arbitrary

ε > 0 there exists n(ε ) ∈ N, such that ε

γ (m) j − γ (p) j < , j ∈ Z, if m, p > n(ε ). 2 (n)

(7.6) (0)

Moreover, without loss of generality, we assume that γ0 + hn → γ0

∈ [0, κ ]. Conse-

quently, for arbitrary ε > 0 there exists n(ε ) such that (m)

|γ (m) + hm − γ (p) − h p | < |γ0 ε ε |γ (m)i − γ (p)i | < + = ε , 2 2

(n)

if m, p > n(ε ). That is, if we fix i ∈ Z, then {γi (n) (0) γi + hn → γi , i ∈ Z. (0) γi , i ∈ Z. Finally, the

(p)

+ h m − γ0 − h p | + (7.7)

+ hn }n is a Cauchy sequence, and hence (0)

Furthermore, by (7.7) the convergence is uniform in i and γi+1  condition m(γ (n) ) = m(γ ), and Lemma 7.4 imply that m(γ (0) ) 

Almost periodic solutions

111 (0)

n0 m(γ ) < ∞. It is obvious that |γi | → ∞. Hence, γ 0 ∈ Γ. Assume that θ (0) is the support (n) j

of γ (0) . Since γ (n) j are equipotentially almost periodic and |γi

(0)

− γi | → 0 uniformly in

i as n → ∞, j ∈ Z, one can show that γ (0) j , j ∈ Z, are equipotentially almost periodic in a similar manner as in the proof of the theorem on almost periodicity of a limit function [117]. Consequently, θ (0) is a Wexler sequence. The theorem is proved.



Theorem 7.2. θ ∈ Θ is a Wexler sequence if and only if it satisfies the Bohner property. Proof. Necessity is proved by Theorem 7.1. Sufficiency. Assume that θ ∈ Θ is not a Wexler sequence. Then θ j , j ∈ Z, are not equipotentially almost periodic, and by Lemma 7.3 there exist a number ε0 and a sequence of sections In = [hn − ln , hn + ln ], n ∈ N, where l1 is arbitrary, with ln > maxm
(7.8)

q,k∈Z

is valid. Consider a sequence of shifts θ + hn , n ∈ N, and set h = {hn }. For arbitrary m, p ∈ N, m > p, we have that hm − h p ∈ Im and supi, j∈Z |θij − (hm − h p )|  ε0 , or sup |θi + h p − θi+ j − hm |  ε0 .

(7.9)

i, j∈Z

The last inequality means that θ + hm is not in the ε0 − neighborhood of θ + h p . Assume that there exists a subsequence h ⊂ h such that θ + hnk converges to θ (0) ∈ Θ uniformly in Bs − topology. Then there exist numbers nm and n p , nm > n p , such that (θ + hn p ) ε20 θ (0)

and (θ + hnm ) ε20 θ (0) . By Lemma 7.2, (θ + hn p ) ε0 (θ + hnm ). The contradiction proves the 

theorem. 



Subsequences h and g are common subsequences of sequences h and g if hn = gn =

gn(k)

hn(k)

and

for some given function n(k) [117]. The following theorem is an analogue of

Theorem 1.17 from [117]. Theorem 7.3. A sequence θ ∈ Θ is a Wexler sequence if and only if for arbitrary h and g there are common subsequences h ⊂ h and g ⊂ g such that Qh+g θ = Qh Qg θ .

(7.10)

Proof. Necessity. Let θ be a Wexler sequence. By the previous theorem there exists a subsequence g ⊂ g such that Qg θ exists and the limit is a Wexler sequence. Denote

η = Qg θ . Moreover, if h ⊂ h is common with g , then one can find a sequence h ⊂ h

112

Nonlinear Hybrid Continuous/Discrete-Time Models

such that μ = Qh η is a Wexler sequence. If g ⊂ g is common with h then there exist common subsequences h ⊂ h , g ⊂ g such that Qg+h θ = ζ . Since h ⊂ h , g ⊂ g , Qg θ =

η , Qh η = μ . That is, if ε > 0 is fixed, then for sufficiently large n we have ζ ε (θ + hn + gn ), ηε (θ +gn ), and με (η + hn ). Using Lemma 7.2, one can conclude that ζ ε μ . Hence, ζ = μ , as ε is arbitrarily small. Sufficiency. Suppose that h is the given sequence. Taking g = 0 we see that the condition Qg+h θ = Qg Qh θ implies that Qh θ exists, and hence by Theorem 7.2 the sequence θ is a 

Wexler sequence. The theorem is proved.

7.3

Bohr-Wexler almost periodic functions

Definition 7.6. Let u1 , u2 ∈ PC r , and θ (1) , θ (2) be the sequences of the points of discontinuity of these functions, respectively. We shall say that u1 is ε -equivalent to u2 , and denote u1 ε u2 , if θ (1) εθ (2) and |u1 (t) − u2 (t)| < ε for all t ∈ R  (2) ( θi

(2) − ε , θi



(1) (1) i [(θi − ε , θi + ε ) ∪

+ ε )]. We also say that u1 belongs to the ε -neighborhood of u2 , and vice

versa, denoting u1 ∈ O(u2 , ε ) and u2 ∈ O(u1 , ε ), respectively. Definition 7.7. The topology defined on the basis of all ε -neighborhoods of functions from PC r is called B− topology. It is clear that it is the Hausdorff topology. Definition 7.8. A number τ is an ε − translation number of φ ∈ PC r if φ (t + τ ) ∈ O(φ (t), ε ). Definition 7.9. A function φ ∈ PC r is a Bohr-Wexler almost periodic function, if for any

ε > 0 there exists a relatively dense set of ε -translation numbers of φ . If θ ∈ Θ is a sequence of the moments of discontinuity of φ , then θ is a Wexler sequence. We shall denote by BW A P the set of all Bohr-Wexler almost periodic functions. Let h = {hn } and Th φ ∈ PC r be the limit of the sequence φ (t + hn ), φ ∈ PC r , in B-topology, if it exists. Definition 7.10. φ ∈ PC r satisfies the Bohner property if every sequence h contains a subsequence h ⊆ h such that there exists Th φ ∈ PC r . Lemma 7.5. If u1 ε1 u2 , and u2 ε2 u3 , then u1 (ε1 + ε2 )u3 .

Almost periodic solutions

113

Proof. Lemma 7.1 and the relations θ (1) ε1 θ (2) , θ (2) ε2 θ (3) imply that θ (1) (ε1 + ε2 )θ (3) . Moreover, one can easily obtain that if t belongs to the complement of the set &

(1)

[(θi

(1)

− (ε1 + ε2 ), θi

(3)

+ (ε1 + ε2 )) ∪ (θi

(3)

− (ε1 + ε2 ), θi

+ (ε1 + ε2 ))]

(7.11)

i

then t ∈ R 



( j) ( j) (2) (2) i [(θi − ε j , θi + ε j ) ∪ (θi − ε j , θi + ε j )],

j = 1, 3.

That is why |u1 (t) − u3 (t)|  |u1 (t) − u2 (t)| + |u2 (t) − u3 (t)| < ε1 + ε2 if (7.11) is valid. 

The lemma is proved.

Theorem 7.4. φ ∈ BW A P if and only if φ satisfies the Bohner property. Th φ ∈ BW A P for φ ∈ BW A P, if the limit exists. Proof. Necessity. Consider a function φ ∈ BW A P, and θ ∈ Θ, a sequence of discontinuity points of φ , and h ⊂ R, a given sequence. By Theorem 7.1 there exists a subsequence of h such that Th θ = θ 0 is a Wexler sequence, and without loss of generality we assume that it is h itself. Consider a sequence εn such that εn → 0, n → ∞, and de

0 0 i [θi − εn , θi + εn ]. Using the diagonal process [117], one can find a sequence (1) h(1) ⊆ h , such that φ (t + hn ) is uniformly convergent to φ (1) on A1 . Then in the same way (2) we can define a sequence h(2) ⊆ h(1) such that φ (t + hn ) is uniformly convergent to φ (2)  on A2 , and so on. Obviously, φ (i+1) = φ (i) on Ai , Ai ⊂ Ai+1 , i Ai = R  θ 0 . Consequently, (n) φ (t + hn ) is convergent to φ 0 ∈ PC r in B− topology. (n) Fix ε > 0. There exists n(ε ) such that for arbitrary n > n(ε ) the inequality φ (t +hn ) ε3 φ 0 (t) (n) (n) is valid. If τ is an ε3 − almost period of φ (t), then φ (t + hn + τ ) ε3 φ (t + hn ) and φ (t + (n) hn + τ ) ε3 φ 0 (t + τ ). Now, using Lemma 7.5, one can obtain φ 0 (t + τ ) ∈ O(φ 0 , ε ).

note An =

Sufficiency. Let φ ∈ BW A P. As similar to the continuous case, for some ε0 > 0, we can find a sequence of sections In = [hn − ln , hn + ln ], ln  maxm


n In ,

then φ (t + ξ ) ∈ O(φ , ε0 ). Denote h = {hn }, and assume that there exists

h ⊂ h such that Th = φ 0 ∈ PC r . Then there exists n(ε ) such that if m > p > n(ε ), then

φ (t + hm ) ε20 φ 0 (t), and φ (t + h p ) ε20 φ 0 (t). By Lemma 7.5, φ (t + hm )ε0 φ (t + h p ). Hence, φ (t + (hm − h p ))ε0 φ (t), but (hm − h p ) ∈ Im . The theorem is proved. 









Let h , g be given sequences. Subsequences h ⊂ h , g ⊂ g are common subsequences of h , g , respectively, if hn = hn(k) , gn = gn(k) for some function n(k). There is analogue of Theorem 1.17 from [117], which can be proved similarly as Theorem 7.3. Theorem 7.5. φ ∈ BW A P if and only if for arbitrary h , g there exist common subsequences h, g such that Th+g φ = Th Tg φ .

114

Nonlinear Hybrid Continuous/Discrete-Time Models

Lemma 7.6. Assume that f ∈ PC r , and (7.2) satisfies exponential dichotomy. Then the system x = A(t)x + f (t)

(7.12)

has a unique solution x0 (t) ∈ C0 (t). Proof. As similar to Lemma 7.1 one can find that x0 (t) =

 ∞

−∞

G(t, s) f (s)ds

(7.13)

is a solution of (7.12) and belongs to C0 (R). Let x1 (t) be another solution of (7.12), bounded on R. One can see that the difference x1 − x0 is a continuously differentiable solution of system (7.2). Hence, it is a trivial solution of (7.2). The lemma is proved.



Next, we assume that (A5) θ is a Wexler sequence. Using the Bohner property one can easily prove that the following assertion is valid. Lemma 7.7. Assume that φ (t) ∈ A P(R), and condition (A5) is valid. Then φ (υ (t)) ∈ BW A P. Consider functions φ (t) ∈ A P and ψ (t) ∈ BW A P. For our convenience, following [46], we shall say that (i) a sequence h is regular with respect to φ (t) if the sequence φ (t + hn ) is uniformly convergent on R; (ii) a sequence h is regular with respect to ψ (t) if the sequence ψ (t + hn ) is convergent in B-topology. Let us denote by L (φ ) and L (ψ ) the sets of all sequences regular with respect to φ and

ψ , respectively. 7.4

Almost periodic solutions

Lemma 7.8. Assume that (7.2) satisfies exponential dichotomy and f (t) ∈ BW A P. Then there is a unique solution of (7.12), x0 (t) ∈ A P(R), such that L (x0 ) ⊆ L (A, f ), and

x0  ( Kσ11 + Kσ22 ) f . Proof. By Lemma 7.6, the function x0 (t) defined by (7.13) is a solution of (7.12) and x0 (t) ∈ C0 (R). It is easy to verify that x0  ( Kσ11 + Kσ22 ) f . Since every system in the

Almost periodic solutions

115

hull of (7.2) satisfies exponential dichotomy [86], it has a unique bounded solution defined on R. Let h and g be given sequences. Then there exist common subsequences h ⊂ h and g ⊂ g such that Th+g A = Th Tg A, Th+g f = Th Tg f , and there exist uniform limits on compact sets y = Th+g x0 and z = Th Tg x0 . Since y, z ∈ C0 (R) and they are solutions of the same equation, it follows that y = z. By Theorem 1.17 [117], x0 (t) is an almost periodic function. Assume that for a given sequence h we have Th A = A∗ and Th f = f ∗ . We shall show that the limit Th x0 exists. Indeed, suppose to the contrary that the limit does not exist. Then there are two subsequences h(1) ⊂ h and h(2) ⊂ h such that

x0 (t + h1n ) − x0 (t + h2n )  ε0 > 0, or

x0 (t + h1n − h2n ) − x0 (t)  ε0 > 0 for all n ∈ N. But Th1 −h2 A = A, and Th1 −h2 f = f . Hence, Th1 −h2 x0 = x0 . The theorem is 

proved.

Using the Bohner property again and Lemma 7.7, one can prove that the following lemma is valid. Lemma 7.9. If f ∈ A P(R × Gm H ), and ψ ∈ BW A P, ψ : R → GH , then Fθ (ψ (t)) ∈ BW A P and L (Fθ (ψ (t))) ⊆ L ( f , ψ ). Theorem 7.6. Assume that conditions (C1)–(C5) are valid, and lm(

K1 K2 + ) < 1. σ1 σ2

Then there exists a unique solution of (7.1), φ (t) ∈ A P(R), such that L (φ ) ⊆ L (A, f , υ ). Proof. Let Ψ = {ψ ∈ A P(R)|L (ψ ) ⊆ L (A , F , υ )} be a complete metric space with the sup-norm · 0 . Define an operator Π on Ψ such that Π(ψ (t)) =

 ∞

−∞

G(t, s)Fθ (ψ (s))ds.

Lemma 7.9 implies that Fθ (ψ (s)) ∈ Ψ and Π : Ψ → Ψ. If ψ1 , ψ2 ∈ Ψ, then

Π(ψ1 (t)) − Π(ψ2 (t)) 



 ∞ t

lm(

 t

−∞

X(t)PX −1 (s)(Fθ (ψ1 (s)) − Fθ (ψ2 (s)))ds +

X (t)(I − P)X −1 (s)(Fθ (ψ1 (s)) − Fθ (ψ2 (s)))ds 

K1 K2 + ) ψ1 (t) − ψ2 (t) 0 . σ1 σ2

116

Nonlinear Hybrid Continuous/Discrete-Time Models

Thus, Π is a contractive operator and there exists a unique almost periodic solution of the equation

ψ (t) =

 ∞ −∞

G(t, s)Fθ (ψ (s))ds,

which is a solution of (7.1). The theorem is proved.



Remark 7.1. Lemma 7.8 and Theorem 7.6 are analogous to the assertions which were obtained in [117] for ordinary differential equations.

7.5

Stability

This section is concerned with the problem of stability of the almost periodic solution of system (7.1). We consider a specific initial condition when values of solutions are evaluated only at points from sequence θ . This approach to the stability is natural for differential equations with piecewise constant argument [317]. Denote by X(t, s) = X(t)X −1 (s) the transition matrix of (7.2). We will need the following assumptions: (A6) ∃ {σ , K} ⊂ R, K  1, σ > 0, such that X(t, s)  K exp(−σ (t − s)), t  s; σ (A7) l < . mK Assume that p j  0, j = 1, m and denote τ = max{supt (t − θυ (t)−p j ), j = 1, m} > 0, ζ (l) = 1 − exp(aτ )Klm(σ − a)−1 , where a ∈ R, 0 < a < σ , is fixed. (A8) ζ (l) > 0. Conditions (A1)–(A7) and Theorem 7.6 imply that there exists a unique solution of (7.1),

ξ (t) ∈ A P(R). Fix ε > 0 and denote L(l, δ ) =

K ζ (l) δ , where δ

∈ R, δ > 0. Take δ so small that L(l, δ ) < ε .

Assume that t0 ∈ θ . Moreover, without any loss of generality, assume that t0 = θ0 = 0. Fix a sequence η j ∈ Rn , j = 1, m, max η j < δ . Denote p0 = max1,m p j , and let Ψη be the set of all continuous functions which are defined on [θ−p0 , ∞). And if ψ ∈ Ψη then: (1) ψ (θ−p j ) = η j , j = 1, m; (2) ψ (t) is uniformly continuous on [0, +∞); (3) ψ (t)  L(l, δ ) exp(−at) if t  0.

Almost periodic solutions

117

Consider the following differential equations with piecewise constant arguments and the initial condition dv = A(t)v + w(t, v(θυ (t)−p1 ), v(θυ (t)−p2 ), . . . , v(θυ (t)−pm )), dt v(s) = η j , j = 1, m,

(7.14)

where w(t, v(θυ (t)−p1 ), v(θυ (t)−p2 ), . . . , v(θυ (t)−pm )) = f (t, ξ (θυ (t)−p1 ) + v(θυ (t)−p1 ), ξ (θυ (t)−p2 ) + v(θυ (t)−p2 ), . . . , ξ (θυ (t)−pm ) + v(θυ (t)−pm )) − f (t, ξ (θυ (t)−p1 ), ξ (θυ (t)−p2 ), . . . , ξ (θυ (t)−pm )), and w satisfies w(t, 0) = 0, m

w(t, v1 ) − w(t, v2 )  l ∑ v1 − v2 , j

j

j=1

m vi = (v1i , . . . , vm i ) ∈ R , i = 1, 2. The following definition is an adapted version of a definition

from [81]. Definition 7.11. A function v(t) is a solution of the initial value problem (7.14) on the interval [θ−p0 , ∞) if the following conditions are fulfilled: (i) v(θ−p j ) = η j , j = 1, m; (ii) v(t) is continuous on [θ−p0 , ∞); (iii) the derivative v (t) exists at each point t ∈ [0, ∞) with the possible exception of the points θ j , j  0, where one-sided derivatives exist; (iv) equation (7.14) is satisfied by v(t) on each interval [θ j , θ j+1 ), j  0. It is obvious that v (t) is the restriction on [0, ∞) of a function from PC r and the last definition can be used for differential equations with piecewise constant arguments (7.1), too. Denote θ = supi (θi+1 − θi ). There exists a number M > 0 such that X (t, s)  M if |t −s| 

θ. Assume additionally that (A9)

M θ ml < 1.

Theorem 7.7. Assume that (A1)–(A3), (A5)–(A9) are valid. Then there exists a unique solution of the initial value problem (7.14), v(t) ∈ Ψη , defined on [0, ∞).

118

Nonlinear Hybrid Continuous/Discrete-Time Models

Proof. Similarly to the proof of Lemma 7.1 we can check that the initial value problem is equivalent to the following integral equation v(t) = X (t, 0)η 0 +

 t 0

X(t, s)Fw (v(s))ds,

v(θ−p j ) = η j , j = 1, m,

(7.15)

where Fw (v(s)) = w(s, v(θυ (s)−p1 ), v(θυ (s)−p2 ), . . . , v(θυ (s)−pm )). Define on Ψη an operator Π such that if ψ ∈ Ψη , then  ψ, t ∈ [θ−p j , 0] Πψ =  X(t, 0)η 0 + 0t X(t, s)Fω (ψ (s))ds, t  0 . We shall show that Π : Ψη → Ψη . Indeed, for t  0 it is true that

Πψ  K exp(−σ t)δ +

 t 0

m

K exp(−σ (t − s))lL(l, δ ) ∑ exp(−aθυ (s)−p j )ds  j=0



m exp(aτ )KlL(l, δ ) exp(−at) K δ + = L(l, δ ) exp(−at). σ −a Differentiating Πψ on [0, ∞), it is easy to show that [Πψ ] exists on [0, ∞) except possibly on a countable set of isolated points of discontinuity of the first kind, and that it is bounded on [0, ∞). Hence, Πψ is a uniformly continuous function defined on [0, ∞). Let ψ1 , ψ2 ∈ Ψη . Then

Πψ1 − Πψ2 

 t 0

b exp(−a(t − s))lm ψ1 − ψ2 1 ds 

Klm sup ψ1 − ψ2 . σ t0

Using a contraction mapping argument, one can conclude that there exists a unique fixed point v(t, η ) of the operator Π : Ψη → Ψη which is a solution of (7.14). To complete the proof we should show that there is not any other solution of the problem. Consider first the interval [θ0 , θ1 ]. Assume that on this interval, (7.14) has two different solutions v1 , v2 of the problem. Obviously, their difference w = v1 − v2 is again a solution of the equation. Denote m = max[θ0 ,θ1 ] w(t) , and assume, on contrary, that m > 0. We have that on the interval

w(t) =

 t 0

X(t, s)Fw (w(s))ds  Ml θ mm.

The last inequality contradicts condition (A9). Now, using induction, one can easily prove the uniqueness for all t  0. The theorem is proved.



Denote φ = {φ }, j = 1, m, a sequence of vectors from R . Let x(t, φ ) be a solution of (7.1) j

such that x(θ−p j , φ ) = φ j , j = 1, m.

n

Almost periodic solutions

119

Definition 7.12. The almost periodic solution ξ (t) of (7.1) is said to be exponentially stable if there exists a number a ∈ R, a > 0, such that for every ε > 0 there exists a number

δ = δ (ε ), such that the inequality max j=1,m φ j − ξ (θ−p j ) < δ implies x(t, φ ) − ξ (t) < ε exp(−at) for all t  0. Consider now a solution x(t, φ ) of (7.1) such that max j=1,m φ j − ξ (θ−p j ) < δ . Since the solution v(t) of the equation (7.14), satisfying v(θ−p j ) = φ j − ξ (θ−p j ), j = 1, m, exists, x(t, φ ) = ξ (t) + v(t),t ∈ [θ−p0 , ∞), and x(t, φ ) is uniquely continuable to ∞. Thus, the following theorem is proved. Theorem 7.8. Assume that (A1)–(A3), (A5)–(A9) are valid. Then the almost periodic solution ξ (t) of (7.1) is exponentially stable. Notes Almost periodic solutions of differential equations with piecewise constant arguments have been discussed in [44,161,170,171,283,333,336], [340–345] through solutions of discrete equations . That is why, only the reducible case were considered. In this chapter, basically results of the paper [12] are delivered. We investigate the problem in most general form, the case of exponentially dichotomous system, nonlinear with respect to solutions with non-deviated arguments. The theorem in [117], which is proved for ordinary differential equations, is generalized for differential equations with deviated argument of mixed type, delay and advanced. We also prove theorems for almost periodic sequences and discontinuous almost periodic functions such that they can be applied to impulsive differential equations [19, 20], [40–42], [278].

Chapter 8

Stability of neural networks

In this chapter, the method of Lyapunov functions for differential equations with piecewise constant argument considered in Chapter 5 is applied to a model of recurrent neural networks (RNNs). The model includes both advanced and delayed arguments. We obtain sufficient conditions for global exponential stability of the equilibrium point. The feasibility of the results are illustrated by examples with numerical simulations.

8.1

Introduction

Recurrent neural networks have been deeply investigated in recent years for solving problems in engineering systems and computer sciences, such as associative memory, image processing, optimization, and pattern recognition problems [89–91, 162]. It is well known that the dynamical behavior of recurrent neural networks plays a crucial role in the applications of the networks. That is, stability and convergence of neural networks are prerequisites. However, the uniform asymptotic stability is not enough to design neural networks. In other words, the global exponential stability, which guarantees a neural network to converge fast enough in order to achieve fast response, is also needed. Moreover, in the analysis of dynamical neural networks for parallel computation and optimization, one requires to ensure a desired exponential convergence rate of the networks trajectories, starting from arbitrary initial states to the equilibrium point which corresponds to the optimal solution in order to increase the rate of convergence to the equilibrium point of the networks and reduce the neural computing time. Hence, from the mathematical and engineering points of view, the neural networks must contain a unique equilibrium point, which is globally exponentially stable. Therefore, many researchers paid great attention to the problem of stability analysis of recurrent neural networks and many results on this topic have been reported in the literature; see, e.g., [167, 257, 346, 347], and the references 121

122

Nonlinear Hybrid Continuous/Discrete-Time Models

therein. The methods of Lyapunov functions and functionals are among the most popular tools in studying the problem of the stability for recurrent neural networks (see [69, 103, 167, 257, 346, 347]). However, there is not an easy way, yet, to construct Lyapunov functions or functionals for each problem that satisfies the required conditions in the classical stability theory. In this chapter, we obtain some stability conditions for recurrent neural networks model based on the Lyapunov’s second method. Although the new model preserves both advanced and delayed arguments, it is worth to be mentioned that the stability conditions are given in terms of inequalities, and we know from the theory of differential equations with deviating arguments, this method necessarily utilizes functionals [150,185,317]. Moreover, one should emphasize that there is an opportunity to apply Lyapunov functions technique for estimating domains of attraction which has a particular interest to evaluate the efficiency of recurrent neural networks [337]. The crucial novelty of this chapter is that the argument is of mixed (advanced-delayed) type. In biology, the reasons for argument to be delayed are discussed well [237, 262]. However, the role of advanced argument is not analyzed properly. Nevertheless, the importance of anticipation for biology is mentioned by some authors. For example, in paper [63], it is supposed that synchronization of biological oscillators may request anticipation of counterparts behavior. Hence, one can assume that equations for neural networks may also need anticipation, which is usually reflected in models by advanced argument. Therefore, the systems posed in this chapter can be useful in the future analysis of recurrent neural networks. Furthermore, the idea of involving both advanced and delayed arguments in the recurrent neural networks can be explained by the existence of advanced and retarded actions in a model of classical electrodynamics [104]. Moreover, mixed type of the argument may depend on traveling waves emergence in CNNs [314]. Understanding the structure of such traveling waves is significant due to their potential applications in engineering systems and computer sciences, such as image processing (see, for example, [89–92, 160]).

8.2

Preliminaries

Denote the n-dimensional real space by Rn , n ∈ N, and the norm of a vector z ∈ Rn by n

z = ∑ |zi |. i=1

We fix two real valued sequences θi , ζi , i ∈ N, such that θi < θi+1 , θi  ζi  θi+1 for all i ∈ N, θi → ∞ as i → ∞, and shall consider the following recurrent neural networks model

Neural networks

123

described by differential equations with piecewise constant argument of generalized type: n

n

j=1

j=1

zi (t) = −ai zi (t) + ∑ bi j f j (z j (t)) + ∑ ci j g j (z j (γ (t))) + Ii ,

(8.1)

ai > 0, i = 1, 2, . . . , n, where γ (t) = ζk , if t ∈ [θk , θk+1 ), k ∈ N, t ∈ R+ = [0, ∞), n corresponds to the number of units in a neural network, zi (t) stands for the state vector of the i-th unit at time t, f j (z j (t)) and g j (z j (γ (t))) denote, respectively, the measures of activation to its incoming potentials of the unit j at time t and γ (t), bi j , ci j , Ii are real constants, bi j means the strength of the j-th unit on the i-th unit at time t, ci j infers the strength of the j-th unit on the i-th unit at time γ (t), Ii signifies the external bias on the i-th unit and ai represents the rate with which the i-th unit will reset its potential to the resting state in isolation when it is disconnected from the network and external inputs. The following assumptions will be needed throughout this section: (A1) the activation functions f j , g j ∈ C(Rn ) satisfy f j (0) = 0, g j (0) = 0 for each j = 1, 2, . . . , n; (A2) there exist Lipschitz constants L1i , L2i > 0 such that | fi (u) − fi (v)|  Li1 |u − v|, |gi (u) − gi (v)|  L2i |u − v| for all u, v ∈ Rn , i = 1, 2, . . . , n; (A3) there exists a positive number θ such that θi+1 − θi  θ , i ∈ N; (A4) θ [m1 + 2m2 ] em1 θ < 1; $ % (A5) θ m2 + m1 (1 + m2 θ )em1 θ < 1, where

 m1 = max

1in

ai + L1i

n



∑ |b ji |

 , m2 = max

1in

j=1

Li2

n



∑ |c ji |

.

j=1

In the following theorem, we obtain sufficient conditions for the existence of a unique equilibrium, z∗ = (z∗1 , . . . , z∗n )T , of (8.1). Theorem 8.1. Suppose (A1) and (A2) hold. If the neural parameters ai , bi j , ci j satisfy n

n

j=1

j=1

ai > L1i ∑ |b ji | + Li2 ∑ |c ji |, then (8.1) has a unique equilibrium z∗ = (z∗1 , . . . , z∗n )T .

i = 1, . . . , n,

124

Nonlinear Hybrid Continuous/Discrete-Time Models

The proof of the theorem is almost identical to Theorem 2.1 in [230] and we omit it here. The next theorem provides conditions for the existence and uniqueness of solutions on R+ . The proof of the assertion is similar to that of Theorem 2.3, but, for convenience of the reader we place the full proof of the assertion. Theorem 8.2. Assume that conditions (A1)–(A4) are fulfilled. Then, for every (t0 , z0 ) ∈ R+ × Rn , there exists a unique solution z(t) = z(t,t0 , z0 ) = (z1 (t), . . . , zn (t))T , t ∈ R+ , of (8.1), such that z(t0 ) = z0 . Proof. Existence. Fix k ∈ N. We assume without loss of generality that θk  ζk < t0  θk+1 . To begin with, we shall prove that for every (t0 , z0 ) ∈ [θk , θk+1 ] × Rn , there exists a unique solution z(t) = z(t,t0 , z0 ) = (z1 (t), . . . , zn (t))T , of (8.1) such that z(t0 ) = z0 = (z01 , . . . , z0n )T . Let us denote for simplicity ξ (t) = z(t,t0 , z0 ), ξ (t) = (ξ1 , . . . , ξn )T , and consider the equivalent integral equation

ξi (t) =

z0i +

 T

'

(

n

n

j=1

j=1

−ai ξi (s) + ∑ bi j f j (ξ j (s)) + ∑ ci j g j (ξ j (ζk )) + Ii ds.

t0

Define a norm ξ (t) 0 = max ξ (t) and construct the following sequences ξim (t), ξi0 (t) ≡ [ζk ,t0 ]

z0i , i = 1, . . . , n, m  0 such that ' 

ξim+1 (t) = z0i +

T

−ai ξim (s) +

t0

n

∑

bi j f j (ξ jm (s)) +

j=1

n

∑

( ci j g j (ξ jm (ζk )) + Ii

ds.

j=1

One can find that

ξ m+1 (t) − ξ m (t) 0  [θ (m1 + m2 )]m τ , where

'

n

(

τ = θ (m1 + m2 ) z + ∑ Ii . 0

i=1

Thus, there exists a unique solution ξ (t) = z(t,t0 , z0 ) of the integral equation on [ζk ,t0 ]. Then, conditions (A1) and (A2) imply that z(t) can be continued to θk+1 , since it is a solution of ordinary differential equations n

n

j=1

j=1

zi (t) = −ai zi (t) + ∑ bi j f j (z j (t)) + ∑ ci j g j (z j (ζk )) + Ii , ai > 0, i = 1, 2, . . . , n on [θk , θk+1 ). Next, again, using the same argument we can continue z(t) from t = θk+1 to t = ζk+1 , and then to θk+2 . Hence, the mathematical induction completes the proof.

Neural networks

125

Uniqueness. Denote by z1 (t) = z(t,t0 , z1 ), z2 (t) = z(t,t0 , z2 ), the solutions of (8.1), where

θk  t0  θk+1 . It is sufficient to check that for every t ∈ [θk , θk+1 ], z2 = (z21 , . . . , z2n )T , z1 = (z11 , . . . , z1n )T ∈ Rm , z2 = z1 implies z1 (t) = z2 (t). Then, we have that n ) T

z1 (t) − z2 (t)  z1 − z2 + ∑ ai |z2i (s) − z1i (s)| t0

i=1

* n n + ∑ L1i |b ji z2i (s) − z1i (s)| + ∑ L2i |c ji z2i (ζk ) − z1i (ζk )| ds  j=1

j=1

( z1 − z2 + θ m2 z1 (ζk ) − z2 (ζk ) ) +

 T t0

m1 z1 (s) − z2 (s) ds.

The Gronwall-Bellman Lemma yields that  

z1 (t) − z2 (t)  z1 − z2 + θ m2 z1 (ζk ) − z2 (ζk ) em1 θ . Particularly,  

z1 (ζk ) − z2 (ζk )  z1 − z2 + θ m2 z1 (ζk ) − z2 (ζk ) em1 θ . Thus,

z1 (t) − z2 (t) 



em1 θ

z1 − z2 . m θ 1 − m2 θ e 1

(8.2)

On the other hand, assume on the contrary that there exists t ∈ [θk , θk+1 ] such that z1 (t) = z2 (t). Hence,

 '  T n   $ % 

z − z = ∑  −ai z2i (s) − z1i (s) + ∑ bi j f j (z2j (s)) − f j (z1j (s))  i=1 t0 j=1 (   n $ %  2 1 + ∑ ci j g j (z j (ζk )) − g j (z j (ζk )) ds  j=1  ' 1

n

2



n

T

∑

t0

i=1

+

n

∑

n

ai |z2i (s) − z1i (s)| + ∑ L1i |b ji z2i (s) − z1i (s)| j=1

(

Li2 |c ji z2i (ζk ) − z1i (ζk )|

j=1

 θ m2 z1 (ζk ) − z2 (ζk ) +

 T t0



ds

m1 z1 (s) − z2 (s) ds.

(8.3)

Consequently, substituting (8.2) in (8.3), we obtain

z1 − z2  θ (m1 + 2m2 )em1 θ z1 − z2 .

(8.4)

Thus, one can see that (A4) contradicts with (8.4). The uniqueness is proved for t ∈ [θk , θk+1 ]. The extension of the unique solution on R+ is obvious. Hence, the theorem is proved.



126

Nonlinear Hybrid Continuous/Discrete-Time Models

System (8.1) can be simplified as follows. Substituting y(t) = z(t) − z∗ into (8.1) leads to n

n

j=1

j=1

yi (t) = −ai yi (t) + ∑ bi j ϕ j (y j (t)) + ∑ ci j ψ j (y j (γ (t))),

(8.5)

where ϕ j (y j (t)) = f j (y j (t) + z∗j ) − f j (z∗j ) and ψ j (y j (t)) = g j (y j (t) + z∗j ) − g j (z∗j ) with

ϕ j (0) = ψ j (0) = 0. From assumption (A2), ϕ j (·) and ψ j (·) are also Lipschitzian with L1j , L2j , respectively. It is clear that the stability of the zero solution of (8.5) is equivalent to that of the equilibrium z∗ of (8.1). Therefore, we restrict our discussion to the stability of the zero solution of (8.5). First of all, we give the following lemma which is one of the most important auxiliary results of the present section. Lemma 8.1. Let y(t) = (y1 (t), . . . , yn (t))T be a solution of (8.5) and (A1)–(A5) be satisfied. Then, the following inequality

y(γ (t))  λ y(t)

" $ %#−1 holds for all t ∈ R+ , where λ = 1 − θ m2 + m1 (1 + m2 θ ) em1 θ . Proof. Fix k ∈ N. Then for t ∈ [θk , θk+1 ), '  T

yi (t) = yi (ζk ) +

where γ (t) = ζk , if t ∈ [θk , θk+1 ), t

n

j=1

j=1

∈ R+ . Taking norms of both sides for each i = 1, 2, . . . , n

and adding all equalities, we obtain that  ' n

T

y(t)  y(ζk ) + ∑ = y(ζk ) +

 T

(

n

−ai yi (s) + ∑ bi j ϕ j (y j (s)) + ∑ ci j ψ j (y j (ζk )) ds,

ζk

i=1

(8.6)

'

ζk n

ai |yi (s)| + ∑

i=1

 (1 + m2 θ ) y(ζk ) +

L1j |bi j y j (s)| +

j=1



∑

ζk

n

ai + L1i  T ζk

n

∑ |b ji |

∑

L2j |ci j y j (ζk )|

j=1



j=1

(

n

n

n

|yi (s)| + ∑ ∑

 ds

(

Li2 |c ji yi (ζk )|

ds

i=1 j=1

m1 y(s) ds.

The Gronwall-Bellman Lemma yields

y(t)  (1 + m2 θ )em1 θ y(ζk ) . Furthermore, for t ∈ [θk , θk+1 ) we have '  

y(ζk )  y(t) +

T

ζk

n

∑

ai + L1i

i=1

 y(t) + m2 θ y(ζk ) +

n

∑ |b ji |

j=1

 T ζk



(8.7)

n

n

|yi (s)| + ∑ ∑

m1 y(s) ds.

i=1 j=1

( L2i |c ji yi (ζk )|

ds

Neural networks

127

The last inequality together with (8.7) imply

y(ζk )  y(t) + m2 θ y(ζk ) + m1 θ (1 + m2 θ )em1 θ y(ζk ) . Thus, it follows from condition (A4) that

y(ζk )  λ y(t) ,

t ∈ [θk , θk+1 ).

Hence, (8.6) holds for all t ∈ R+ . This completes the proof. 8.3



Main results

In this section we establish several criteria for global exponential stability of (8.5) based on the method of Lyapunov functions. For convenience, we adopt the following notation in the sequel:    1 1 n  1 2 1 m3 = min ai − ∑ L j |bi j | + L j |ci j | + Li |b ji | . n 1in 2 j=1 Theorem 8.3. Suppose that (A1)–(A5) hold true. Assume, furthermore, that the following inequality is satisfied: m3 >

m2 λ 2 . 2

(8.8)

Then the system (8.5) is globally exponentially stable. Proof. We define a Lyapunov function by V (y(t)) =

1 n 2 ∑ yi (t). 2 i=1

One can easily show that 1 1

y(t) 2  V (y(t))  y(t) 2 . 2n 2

(8.9)

For t = θi , i ∈ N, the time derivative of V with respect to (8.5) is given by

n n n n  V(8.5) (y(t)) = ∑ yi (t)yi (t) = ∑ yi (t) − ai yi (t) + ∑ bi j ϕ j (y j (t)) + ∑ ci j ψ j (y j (γ (t)))  i=1

n

∑

i=1

' −ai y2i (t) +

i=1 n

∑

i=1

' −ai y2i (t) +

n

∑

j=1

L1j |bi j yi (t) y j (t)| +

j=1

1 2

n

∑ L1j |bi j |(y2i (t) + y2j (t)) +

j=1

j=1

(

n

∑

L2j |ci j yi (t) y j (γ (t))|

1 2

n



j=1

(

∑ L2j |ci j |(y2i (t) + y2j (γ (t))) 

j=1

128

Nonlinear Hybrid Continuous/Discrete-Time Models

n

'

−∑

i=1

1 ai − 2

n

∑

 (L1j |bi j | + L2j |ci j | + L1i |b ji |)

( y2i (t)

+

j=1

 − min

1in

ai −

1 2

n

1 n n 2 ∑ ∑ Li |c ji|y2i (γ (t))  2 i=1 j=1  n

∑ (L1j |bi j | + L2j |ci j | + Li1 |b ji |) ∑ y2i (t)+

j=1

i=1





n 1 max L2i ∑ |c ji | 2 1in j=1

n

∑ y2i (γ (t)) 

i=1

m2 −m3 y(t) 2 +

y(γ (t)) 2 . 2 By using Lemma 8.1, we obtain   m2 λ 2 m2 λ 2  2 2 V(8.5) (y(t))  −m3 y(t) +

y(t) = − m3 −

y(t) 2 . 2 2 Now, define β for convenience as follows:

β = m3 −

m2 λ 2 > 0. 2

Then, we have for t = θi d 2β t  (e V (y(t))) = e2β t (2β )V (y(t)) + e2β t V(8.5) (y(t))  β e2β t y(t) 2 − β e2β t y(t) 2 = 0. dt From (8.9) and using the continuity of the function V and the solution y(t), we obtain e2β t (1/2n) y(t) 2  e2β t V (y(t))  e2β t0 V (y(t0 ))  e2β t0 (1/2) y(t0 ) 2 , √ which implies y(t)  n y(t0 ) e−β (t−t0 ) . That is, the system (8.5) is globally exponen

tially stable.

In the next theorem, we utilize the same technique, used in previous theorem, to find new stability conditions for recurrent neural networks by choosing a different Lyapunov function defined as n

V (y(t)) = ∑ αi |yi (t)|,

αi > 0,

i = 1, 2, . . . , n.

i=1

For simplicity of notation, let us denote m4 = min

1in

 ai − L1i

n



∑ |b ji |

.

j=1

Theorem 8.4. Suppose that (A1)–(A5) hold true. Assume, furthermore, that the following inequality is satisfied: m4 > m2 λ . Then the system (8.5) is globally exponentially stable. The proof of the assertion is similar to that of Theorem 8.3, so we omit it here.

(8.10)

Neural networks

8.4

129

Illustrative examples

In this section, we give three examples with simulations to illustrate our results. In the sequel, we assume that the identification function γ (t) is with the sequences θk = k/9,

ζk = (2k + 1)/18, k ∈ N. Example 8.1. Consider the following recurrent neural networks with the argument function

γ (t): dz(t) =− dt



2 0



z1 (t)





0.02 0.03



tanh(z1 (t))



+ z2 (t) 0.01 1 tanh(z2 (t))      z1 (γ (t)) 0.08 1 tanh( 7 ) 1 + + . z2 (γ (t)) 0.01 1 tanh( 6 ) 1 0 1.5

(8.11)

It is easy to verify that (8.11) satisfies the conditions of Theorem 8.3 with L11 = L21 = 1, L12 = 1/7, L22 = 1/6, m1 = 2.53, m2 = 0.3333, m3 = 0.6308, m4 = 0.47, λ = 1.7337. Thus, according to this theorem the unique equilibrium z∗ = (0.6011, 1.3654)T of (8.11) is globally exponentially stable. However, the condition (8.10) of Theorem 8.4 is not satisfied. Let us simulate a solution of (8.11) with initial condition z11 (0) = z01 , z12 (0) = z02 . Since the equation (8.11) is of mixed type, the numerical analysis has a specific character and it should be described more carefully. One will see that this algorithm is in full accordance with the approximations made in the proof of Theorem 8.2. We start with the interval [θ0 , θ1 ], that is; [0, 1/9]. On this interval the equation (8.11) has the form dz(t) =− dt



2 0



z1 (0)

0 1.5

z2 (0)





0.08 1 0.01 1



 +

0.02 0.03 0.01

tanh( z1 (1/18) ) 7 tanh( z2 (1/18) ) 6



tanh(z2 (0))

1  +

tanh(z1 (0))

  1 1

 +

,

where zi (1/18), i = 1, 2, are still unknown. For this reason, we will arrange approximations in the following way. Consider the sequence of the equations    (m)     (m) 2 0 z1 (0) 0.02 0.03 tanh(z1 (0)) dz(m+1) (t) =− + + (m) (m) dt 0 1.5 z2 (0) 0.01 1 tanh(z2 (0)) 

⎞   ⎛ (m) z (1/18) tanh( 1 7 ) 1 ⎝ ⎠+ , (m) z (1/18) 0.01 1 1 tanh( 2 6 ) 0.08 1

130

Nonlinear Hybrid Continuous/Discrete-Time Models

where m = 0, 1, 2 . . . , with z01 (t) ≡ z01 , z02 (t) ≡ z02 . We evaluate the solutions, z(m) (t), by using (500)

MATLAB 7.8 and stop the iterations at (z1 z2 (t) =

(500) z2 (t)

(500)

(t), z500 2 (t)). Then, we assign z1 (t) = z1

(t),

on the interval [θ0 , θ1 ]. Next, similar operation is done on the interval (m)

(m)

[θ1 , θ2 ]. That is, we construct the sequence (z1 , z2 ) of solutions again for the system dz(m+1) (t) =− dt



2 0 0 1.5 

(500)

with z01 (t) ≡ z1



(m)

z1 (0) (m)

z2 (0)



 +

0.02 0.03 0.01





(m)

tanh(z1 (0))

+

(m)

tanh(z2 (0))

1

⎞   ⎛ (m) z (3/18) tanh( 1 7 ) 1 ⎝ ⎠+ (m) z (3/18) 0.01 1 1 tanh( 2 6 ) 0.08 1

(500)

(1/9), z02 (t) ≡ z2

(500)

(1/9), and z1 (t) = z1

(500)

(t), z2 (t) = z2

(t) on

[θ1 , θ2 ]. Proceeding in this way, one can obtain a simulation which demonstrates the asymptotic property. Specifically, simulation result with several random initial points is shown in Figure 8.1. We must explain that the non-smoothness at the switching points θk , k ∈ N is not seen by simulation. That is why we have to choose the Lipschitz constants and θ small enough to satisfy the conditions of the theorems. So, the smallness “hides” the non-smoothness.

100

x1

50 0 −50 −100

0

0.5

1

1.5 t

2

2.5

3

0

0.5

1

1.5 t

2

2.5

3

100

x2

50 0 −50 −100

Fig. 8.1

Transient behavior of the recurrent neural networks in Example 8.1.

Let us now take the parameters such that the non-smoothness can be seen. Consider the

Neural networks

131

1

x1

0.8 0.6 0.4

0

0.5

1 t

1.5

2

0

0.5

1 t

1.5

2

2

x2

1.5 1 0.5

Fig. 8.2 The non-smoothness is seen at moments 0.5; 1; 1.5, which are switching points of the function γ (t).

following recurrent neural networks:       20 0 z1 (t) 2 1 tanh(z1 (t)) dz(t) =− + dt 0 10 z2 (t) 8 0.2 tanh(z2 (t))      1 20 tanh(z1 (γ (t))) 1 + + , (8.12) z2 (γ (t)) 2 3 tanh( 2 ) 1 where θk = k/2, ζk = (2k + 1)/4, k ∈ N. One can see that θ and the Lipschitz coefficient are large this time. They do not satisfy the conditions of our theorems. It is illustrated in Figure 8.2 that the non-smoothness of the solution with the initial point [1, 2]T can be seen at the switching points θk , k ∈ N. This is important for us to see that the non-smoothness of solutions expected from the equations’ nature is seen. Moreover, we can see that the solution converges to the unique equilibrium z∗ = (0.4325, 0.6065)T . It shows that the sufficient conditions which are found in our theorems can be elaborated further. Example 8.2. Consider the following recurrent neural networks:       2 0 z1 (t) 1 0.03 tanh( z14(t) ) dz(t) =− + dt 0 2.5 z2 (t) 0.04 1 tanh(z2 (t))      z1 (γ (t)) 1 0.04 tanh( 4 ) 1 + + . 0.02 0.07 tanh( z2 (γ4(t)) ) 1

(8.13)

It can be shown easily that (8.13) satisfies the conditions of the Theorem 8.4 if L11 = 1/4, L21 = 1, L21 = 1/4, L22 = 1/4, m1 = 3.53, m2 = 0.2550, m3 = 0.6181, m4 = 1.47, λ = 2.6693,

132

Nonlinear Hybrid Continuous/Discrete-Time Models

whereas the condition (8.8) of Theorem 8.3 does not hold. Hence, it follows from Theorem 8.4 that the unique equilibrium z∗ = (0.6737, 0.6265)T of (8.13) is globally exponentially stable. Example 8.3. Consider the following system of differential equations:       z (t) 30 z1 (t) 0.02 0.03 tanh( 14 ) dz(t) =− + + dt 03 z2 (t) 0.04 0.25 tanh( z24(t) )      0.25 0.4 tanh( z1 (γ4(t)) ) 1 + . z2 (γ (t)) 0.2 0.7 tanh( 4 ) 1

(8.14)

One can see easily that the conditions of both Theorem 8.3 and Theorem 8.4 are satisfied with L11 = 1/4, L12 = 1/4, L21 = 1/4, L22 = 1/4, m1 = 3.07, m2 = 0.2750, m3 = 1.4081, m4 = 2.93, λ = 2.1052, τ = 1.1. Thus, according to Theorem 8.3 and Theorem 8.4 the unique equilibrium z∗ = (0.4172, 0.4686)T of (8.14) is globally exponentially stable. Notes In this chapter the method of Lyapunov functions for differential equations with piecewise constant functions as argument is applied to the model of recurrent neural networks and new sufficient conditions which guarantee existence, uniqueness, and global exponential stability of the equilibrium point of the recurrent neural networks are obtained. The results can be extended to study more complex systems [16, 17]. On the basis of our results, one can estimate domains of attraction, which allows us to evaluate the performance of recurrent neural networks [337]. The results are published in [28]. More about stability of cellular neural networks with piecewise constant argument can be found in [27].

Chapter 9

The blood pressure distribution

9.1

The systemic arterial pressure

This section is organized in the following manner. In Subsection 9.1.1, we give a short background on systemic arterial pressure for those readers who come from a mathematical background and are not familiar with this subject. In Subsection 9.1.2, we build a model as a hybrid system with jumps equation and controlled switching moments and find conditions of oscillations in different types: periodic, almost periodic, ε -oscillations with their asymptotic properties and positiveness. In Subsection 9.1.3 we consider for the first time the regular behavior of systemic arterial pressure when the moments of jumps are not fixed, and a new jump occurs when the pressure value reaches a certain positive constant value. Finally, we present our conclusions.

9.1.1

Background on systemic arterial pressure

It is important to have a sense of the mechanisms describing systemic arterial pressure since they are the basis of the mathematical assumptions and derivations that we describe in this chapter. Therefore in this subsection, we introduce some of the control mechanisms behind systemic arterial pressure and its variation over time for those readers who are not familiar with human physiology. Circulation of blood is very essential for functioning of the body since blood carries necessary substances such as oxygen, nutrients and hormones to the cells and collects waste products such as carbon dioxide and uric acid from the cells to be eliminated by the lungs and the kidneys. Circulating blood causes pressure against the walls of the arteries, the veins, and the heart chambers. Blood pressure in the systemic arteries as a result of pumping of oxygen rich blood by the left ventricle of the heart is called the systemic arterial pressure [166]. Any irregularities in the blood circulation, or deviations in the blood pres133

134

Nonlinear Hybrid Continuous/Discrete-Time Models

sure may cause harm to the body, might even cause death. Therefore, there has been much research interest in understanding and modeling the mechanisms that control and regulate the blood pressure [53, 72, 78]. Systemic arterial pressure is regulated by the autonomic nervous system [297]. There are pressure sensors known as the baroreceptors located in great veins, the aortic arch and the carotid sinus that sense the changes in the blood pressure as the blood is pumped from the ventricles. The baroreceptors sense the rise in the arterial pressure and as a response, reflexes are initiated by the nervous system to slow down the heart rate to decrease the pressure. A decrease in the blood pressure is also sensed and heart rate is increased to increase the blood pressure. In addition to baroreceptors, there are chemical receptors known as chemoreceptors that are located in the carotid and aortic bodies. The ones in the carotid bodies sense decrease in the oxygen content, and the ones in the aortic bodies sense increase in the carbon dioxide content and hydrogen ion concentrations in the blood. As a result of the values sensed by these receptors, respiration rate is increased or decreased by the nervous system, heart rate is regulated with the changes in the respiration rate and blood pressure is thus controlled. Circulation of blood in the body and regulation of blood pressure can be modeled by a sophisticated closed loop control system involving complex interactions between heart rate control and respiration rate, which is mediated by the autonomic nervous system. There has been much research interest in modeling this control system and estimating the corresponding model parameters [53, 72, 78]. These studies especially focused on the relation between blood pressure, heart rate and respiration. Understanding the control mechanism that regulates blood pressure might find many applications in medicine that will help improving prosthetic device technologies. For example, in [276], systemic arterial model parameters are estimated using a modified recursive least squares algorithm for control of an electrically actuated total artificial heart. It is important to find the model parameters of the control system accurately because the artificial heart has to supply blood to the body in response to metabolic demands in a manner that is physiologically compatible with the body. In [72], the authors describe a study in which beat-to-beat blood pressure variability is recorded noninvasively to assess the hemodynamic effects of VVI and DDD pacing modes in pacemakers. Heart rate variability refers to the beat-to-beat alterations in heart rate. Under resting conditions the electrocardiogram (ECG) of healthy individuals exhibits periodic variation in R-R intervals. The power spectrum of heart rate variability contains two major components:

Blood pressure distribution

135

the high frequency (0,18-0,4 Hz) component which is synchronous with respiration and is identical to respiratory sinus arrhythmia. The second is a low frequency (0,04 to 0,15 Hz) component that appears to be mediated by both the vagus and cardiac sympathetic nerves [154]. Blood pressure variability has a similar low frequency peak but much attenuated high frequency power. The high frequency peak is generally regarded as related to the respiratory sinus arrhythmia and therefore represents the modulation of vagal tone, while the low frequency component is thought to have its origins in variations in the blood pressure (socalled Mayer waves) related to sympathetic tone. Sympathetic blood pressure modulation is transduced into changes in heart rate through the actions of the vagal arm of the sinoaortic baroreflex. Thus the low frequency component relates both to parasympathetic and sympathetic factors. Blood pressure variability has been widely assessed by calculation of the standard deviation of 24 hour systolic, diastolic, and mean arterial pressure. Systolic blood pressure variability was obtained by calculating the standard deviation of the 24-hour mean, which was taken as the overall blood pressure variability. Several evidences collected during the past few years have shown that behavioral, neural, reflex and humoral factors participate in the phenomenon of blood pressure variability. Especially, blood pressure fluctuations are largely related to changes in respiration as well as to rhythmic alterations in central autonomic drive mediated by baroreflex mechanisms [221]. 9.1.2

The regular and irregular behavior of systemic arterial pressure when moments of the heart contraction are prescribed

In the previous part, we had explained that the systemic arterial pressure has a periodical behavior. In the following, we study this periodic behavior (as well as non-periodic behavior) using the results of the theory of impulsive differential equations. Let ti , i ∈ Z, be a sequence in R, and PC be a space of piecewise continuous functions, defined on R, with discontinuities of the first kind at the points ti . Denote P(t)− the value of systemic arterial pressure at time t  0. It is shown in [166] that the regular change of systemic arterial pressure, after some simplifications, satisfies the following two equations dP(t) = −α P(t) if t = ti , (9.1) dt where ti+1 − ti = T , i ∈ Z, T -positive fixed number, and P(ti +) = P(ti −) + I,

(9.2)

where I > 0 is fixed, P(ti +) and P(ti −) are values of systemic arterial pressure right after and before the heart contraction at time ti .

136

Nonlinear Hybrid Continuous/Discrete-Time Models

It is not difficult to see that equations (9.1) and (9.2) can be written in the form dP(t) = −α P(t), dt ΔP|t=ti = Ii ,

t = ti , (9.3)

where ΔP|t=ti = P(ti +) − P(ti −), if we assume a particular case Ii+1 = Ii , i ∈ Z. But, in general, the last condition in this section is not fulfilled. Besides equation (9.3), we consider the following system: dP(t) = −α P(t) + Q(t), dt ΔP|t=ti = Ii ,

t = ti , (9.4)

where Q(t) ∈ PC and Q is not restricted by any sign assumption, and all Ii , i ∈ Z, are positive. We shall call equation (9.4) as a Q-perturbed system. Systems (9.3) and (9.4) are impulsive differential equations (IDE) [20, 192, 278]. Solutions of impulsive differential equations are piecewise continuous functions. We shall consider P(t) as a solution of the impulsive differential equation for all t ∈ R. The concept of almost periodicity was introduced by H. Bohr [58] and plays a significant role in the theory of oscillations. D. Wexler started to investigate piecewise continuous almost periodic (PAP) functions [41, 42, 148, 278]. Below we shall give the description of the PAP functions. Let ai , i ∈ Z, be a sequence in R. An integer p is called an ε -almost period of the sequence ai if ai+p − ai < ε , i ∈ Z. If a sequence ai is p-periodic, i.e. ai+p = ai for all i, then for any positive ε , the number np, n is a natural number, is an ε -almost period of this sequence. A set S ⊂ R is said to be relatively dense if there exists a number l > 0 such that [a, a + l] ∩ S = 0/ for all a ∈ R. A sequence ai is called almost periodic if for any positive ε there exists a relatively dense set of its ε -almost periods. Let θi be a sequence of real numbers such that θi < θi+1 and |θi | → ∞ as |i| → ∞. Denote

θij = θi+ j − θi for all integers i, j. The family of sequences θij , i, j ∈ Z, will be called equipotentially almost periodic if for an arbitrary ε > 0 there exists a relatively dense set of ε -almost periods, that are common to all the sequences {θij }. Assume that there exists a positive number θ such that supi∈Z (θi+1 − θi ) > θ . Definition 9.1 ( [148]). We shall say that a function φ (t) ∈ PC is a piecewise continuous almost periodic if:

Blood pressure distribution

137 j

a) the sequence ti , i ∈ Z, is such that the derived sequences ti are equipotentially almost periodic; b) for any positive ε there exists a positive number δ such that if the points t  , t  belong to the same interval of continuity and |t  − t  | < δ , then |φ (t  ) − φ (t  )| < ε ; c) for any positive ε there exists a relatively dense set Γ of ε -almost periods such that if

τ ∈ Γ, then |φ (t + τ ) − φ (t)| < ε for all t ∈ R which satisfy the condition |t − θi | > ε , i ∈ Z. Definition 9.2. A function φ ∈ PC is called ε -oscillatory for a given ε > 0, if there exists a piecewise continuous periodic or PAP function ψ (t) such that |ψ (t) − φ (t)| < ε for all t  0. We shall call the periodic behavior of systemic arterial pressure as regular and call almost periodic or ε -oscillatory behavior of systemic arterial pressure as irregular, assuming for all cases that solutions are positive. In what follows in this section we shall consider several impulsive differential equations which provide regular and irregular behavior of systemic arterial pressure. a) Existence of a positive and asymptotically stable T -periodic solution of the equation (9.3). Let ti = iT , i ∈ Z, be the moments of jumps of solutions of the system (9.3), Ii = I, i ∈ Z, and P(t), P(0) = P0 > 0, be a solution of (9.3). It is known [192,278] that the solution is equal to  P(t) = exp(−α t) P0 +

∑

0ti
 exp(α ti )I .

(9.5)

Denote P0 = (exp(α T ) − 1)−1 , and let P0 (t), P0 (0) = P0 , be a solution of (9.3). Then

P0 (t + T ) = exp(−α (t + T )) P0 + ∑ exp(α ti )I 0ti
= exp(−α t) P0 exp(−α T ) + = exp(−α t)

∑

0ti
∑

0ti
exp(α (ti − T ))I

exp(α ti )I

= P0 (t). That is, P0 (t) is a T -periodic solution, since the equality P0 (t + T ) = P0 (t) is valid for all t. Let P(t) be an arbitrary solution of (9.3), P(0) = P0 > 0. Then P(t) − P0 (t) = exp(−α t)(P0 − P0 ).

138

Nonlinear Hybrid Continuous/Discrete-Time Models

Last equality implies that P(t) − P0 (t) → 0 as t → ∞. That is P0 (t) is an asymptotically stable T -periodic solution of the system (9.3). The existence of an asymptotically stable T -periodic solution confirms the result of [166]. It is easy to see that min[0,T ] P0 (t) = P0 exp(−α T ) > 0. b) Existence of a positive and asymptotically stable T -periodic solution of the periodic Q-perturbed system. In [166] some factors of systemic arterial pressure were neglected. Such as the systemic venous pressure, for example, but even a small perturbation may cause a significant change in a system’s behavior. Hence, it is reasonable to consider a Q-perturbed system. Assume that Q(t) is a T -periodic function. Let P(t) be a solution of equation (9.4), P(0) = P0 . Then [192, 278]

'

P(t) = exp(−α t) P0 + Denote P0 = (exp(α T ) − 1)−1



T 0

 t 0

( exp(α s)Q(s)ds +

∑

0ti
exp(α ti )I .

(9.6)

exp(α s)Q(s)ds + I . Let P0 (t), P0 (0) = P0 , be a solu-

tion of (9.4). Similarly to the problem (a) one can show that P0 (t) is T -periodic. Moreover, if  T 0

exp(α s)|Q(s)|ds < P0 exp(−α T ),

(9.7)

then solution P0 (t) is positive-valued for all t. Let P(t) be a solution of (9.4) defined by (9.6). Then it is not difficult to obtain that P(t) − P0 (t) = exp(−α t)(P0 − P0 ). That is P0 (t) is an asymptotically stable solution of the Q-perturbed system. c) Existence of an asymptotically stable ε -oscillatory solution of the Q-perturbed system, with arbitrary small ε > 0, when Q(t) is not periodic, but is small in sup-norm, and the non-perturbed system is periodic. Assume that system (9.3) associated with (9.4) satisfies conditions of problem (a) and function Q(t) is not T -periodic, but there exists a number δ > 0 such that |Q(t)|  δ , t  0. We shall show that for a given ε > 0 there exists an ε -oscillation of (9.4), if δ is sufficiently small. Indeed, assume that δ < αε . Let a function P0 (t) (P0 (t) is not solution!) be defined by the formula '

(

P0 (t) = exp(−α t) P + 0

∑

0ti
exp(α ti )I ,

Blood pressure distribution

139

where P0 = (exp(α T ) − 1)−1 . We have proved already, that P0 (t) is a periodic function.   = P0 , be a solution of (9.4). Then, using the formula (9.6) one can obtain Let P(t), P(0) that  − P0 (t) = P(t)

 t 0

exp(−α (t − s))Q(s)ds,

 − P0 (t)|  ε . Thus the solution P(t)  is ε -oscillatory. and hence, |P(t) Denote β = min0tT P0 (t). Assume that ε is sufficiently small such that ε < β , then it is  > 0 for all t. easily seen that P(t)  = exp(−α t)(P0 − P0 ). Let P(t) be a solution of (9.4) defined by (9.6), then P(t) − P(t)  is asymptotically stable. Hence, solution P(t) d) Existence of an asymptotically stable almost periodic solution of the equation (9.3) such that all of its elements are almost periodic. We consider the problem of existence of PAP solutions. Let system (9.3) be given, where j

Ii is an almost periodic sequence, the sequences ti , j ∈ Z, derivated from ti , i ∈ Z, are equipotentially almost periodic. Moreover, we assume that there exists a positive number

κ such that inf Ii = κ .

(9.8)

i∈Z

Using Theorem 81 [278] one can see that the function P0 (t) =

∑ exp(−α (t − ti ))Ii

(9.9)

ti
is a PAP function and asymptotically stable solution of the equation (9.3). It is obvious that the solution is positive. Moreover, one can easily see that P0 (t)  κ exp(−αθ ) > 0, for all t ∈ R. e) Existence of an asymptotically stable almost periodic solution of the almost periodic Q-perturbed system. Assume that the behavior of systemic arterial pressure is described by the system (9.4), where all elements except Q(t) are the same as in problem d), and Q(t) is a PAP function. Using Theorem 81 [278] again one can see that P(t) =

 t

−∞

exp(−α (t − s))Q(s)ds + ∑ exp(−α (t − ti ))Ii

(9.10)

ti
is PAP and asymptotically stable solution of equation (9.4). It is easily seen that P(t) > 0, t ∈ R, if supR |Q(t)| < ακ exp(−αθ ). The idea of almost periodic nature of systemic arterial pressure also appears in [147]. f) Existence of stable ε -oscillatory solution, with arbitrary small ε > 0, of the system (9.4)

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Nonlinear Hybrid Continuous/Discrete-Time Models

when Q(t) is not periodic or almost periodic, but is small in sup-norm, and associated with (9.4) system (9.3) is almost periodic. Now, let Q(t) satisfy the inequality |Q(t)| < δ , t ∈ R, δ < εα . Then the integral and the series in (9.10) are convergent and one can check by substitution that P(t) is the solution of (9.4). Subtracting (9.9) from (9.10) we have that  t    δ 0  |P(t) − P (t)| =  exp(−α (t − s))Q(s)ds < < ε . α −∞ Similarly to previous cases we can easily prove that P(t) is asymptotically stable ε oscillation of system (9.4), and it is positive if δ < ακ exp(−αθ ). 9.1.3

Regular behavior of systemic arterial pressure with non prescribed moments of the heart contraction

In this part of our work we do not assume that the moments of jumps of systemic arterial pressure are fixed, but the discontinuities are committed when systemic arterial pressure achieves a special value P ∈ R, P > 0. The primary nervous mechanism for the control of cardiac output is the baroreceptor reflex. This reflex is initiated by stretch receptors, called baroreceptors, located in the walls of the carotid sinus and aortic arch, large arteries of the systemic circulation. The falling pressure at the baroreceptors elicits an immediate reflex, resulting in a strong sympathetic discharge. In this case one can suppose that an impulsive differential equation which describes the systemic arterial pressure has the form dP(t) = −α P(t), dt ΔP|P=P = I,

P = P, (9.11)

where P ∈ R, P  P, and α > 0, I > 0, are fixed real numbers. We shall say that a solution P(t) of (9.11) is ultimately periodic with a period ω > 0, if there exists a number T ∈ R such that P(t + ω ) = P(t), t  T. System (9.11) provides a discontinuous dynamical system [8], and to investigate these type of equations one can apply methods which are developed in [8–10]. Let us consider the following problem. g) Prove that every solution of (9.11) P(t) = P(t, 0, P0 ), P0  P, is ultimately periodic with one and the same period, and all of them are stable. Fix P0 ∈ R, P0 > P. Consider the solution P0 (t) = P(t, 0, P0 ). The first moment of the jump t = θ10 can be found from the equation P0 eαθ1 = P. 0

(9.12)

Blood pressure distribution

That is θ10 =

1 α

141

ln PP0 . Then P0 (θ10 +) = P + I, and the second moment of the jump satisfies

the equation (P + I)eα (θ2 −θ1 ) = P, 0

0

(9.13)

then

θ20 − θ10 =

1 P . ln α P+I

We have P0 (θ20 +) = P + I again. Proceeding the evaluation one can find that 0 θi+1 − θi0 =

for all i = 1, 2, 3, . . . . Denote ω =

1 α

1 P ln α P+I

(9.14)

P ln P+I , then

θi0 = θ10 + (i − 1)ω ,

(9.15)

and for every i = 1, 2, 3, . . . we have that 0 P0 (t) = e(t−θi ) if θi0  t  θi+1 . 0

(9.16)

0 0 0 Now θi0  t  θi+1 implies that θi+1  t + ω  θi+2 , and

P0 (t + ω ) = e(t+ω −(θi −ω )) = e(t−θi ) , 0

0

if t  θ10 . That is P0 (t) is ultimately ω -periodic solution of (9.11). 9.1.4

Investigation of stability

In what follows we shall introduce the special topology in the space of piecewise continuous functions PC [8, 9, 11, 20]. Let u(t), v(t) : [0, ∞) → R, be piecewise functions, θiu , θiv , i = 1, 2, . . . , are strictly increasing sequences of discontinuity moments of u, v respectively, θiu , θiv → ∞ as i → ∞. We shall say that v is in ε -neighborhood of v if: 1) |θiu − θiv | < ε , ∀ i  1; 2) |u(t) − v(t)| < ε , t ∈ [0, ∞) 

∞

u v i=1 (θi − ε , θi − ε ).

Definition 9.3. The solution P0 (t) is stable if for arbitrary ε > 0 there exists δ = δ (ε ) > 0 such that |P0 − P0 | < δ implies that a solution P(t) = P(t, 0, P0 ), P0 > P, of (9.11) is in

ε -neighborhood of P0 (t).

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Nonlinear Hybrid Continuous/Discrete-Time Models

Fix ε > 0 such that ε < P + I, and chose positive ε1 satisfying  * )  1 ε ,ε . ε1 = min ln 1 − α P+I Denote

(9.17)



ω δ (ε1 ) = min 1 − e−ε1 |α | , 1 − e− 4 |α | , ε ,

(9.18)

and let θi , i  1, be a sequence of discontinuity points of P(t). Then     1 P 1 P 1  P0  |θ1 − θ10 | =  ln − ln 0  = ln < ε1 . α P0 α P |α |  P0 

(9.19)

0

Assume that P0 − P0 > 0. Last inequality implies that −ε1 |α | < ln PP0 < ε1 |α |, and, then

P0 (−1 + e−ε1 |α | ) < P0 − P0 < P0 (eε1 |α | − 1). One can see that eε1 |α | − 1  1 − e−ε1 |α | . That is (9.18) implies (9.19). Similarly one can check that the inequality is true if P0 − P0 < 0, and the inequality |θ1 −

θ10 | <

ω 4

follows (9.18). Assume, without loss of generality, that θ1 < θ10 . Hence, θi < θi0

for all i, and θi0 − θi = θ10 − θ1 < min(ε1 , ω4 ). If t ∈ [θi0 , θi+1 ] then |P0 (t) − P(t)| = |(P + I)eα (t−θi ) − (P + I)eα (t−θi ) | 0

= (P + I)eα (t−θi ) |e−α (θi −θi ) − 1| 0

< (P + I)[1 − eαε1 ].

(9.20)

|P0 (t) − P(t)| < ε , t ∈ [θi0 , θi+1 ], i = 1, 2, 3, . . . ,

(9.21)

Last inequality implies that

if (P + I)[1 − eαε1 ]  ε or ε1 

1 α

ε ). Moreover, in [0, θ1 ] we have that ln(1 − P+I

|P0 (t) − P(t)| = |P0 eα t − P0 eα t | = eα t |P0 − P0 |  |P0 − P0 | < δ .

(9.22)

Comparing (9.18)–(9.22) we can find that P(t) is lying in ε -neighborhood of P0 (t) if δ > 0 satisfies (9.18). That is P0 (t) is stable. 9.1.5

Conclusion

In this section, we have modeled the behavior of systemic arterial pressure using the theory of impulsive differential equations and investigated these models. Problems (a)–(g) introduced in Subsections 9.1.2 and 9.1.3 have been considered for the first time in systemic arterial pressure modeling. Analysing the results of (a)–(g), one can conclude that the models permit regular (periodic) oscillations as well as nonregular oscillations. In the latter case they are almost periodic or ε -oscillations and might be useful to model irregular

Blood pressure distribution

143

arterial pulses. The approach we have proposed in this section might be used for investigation of arrhythmias and elaboration of the electrostimulation technique. The models that we have described here do not reflect the true behavior of systemic arterial pressure but an approximate behavior in some sense. Further studies will include more realistic modeling of systemic arterial pressure . The results of the section have been announced in [32].

9.2 9.2.1

The global model Introduction and Preliminaries

In this section we consider a system of differential equations the behavior of which solutions possesses several properties characteristic of the blood pressure distribution. The system can be used for a compartmental modeling [57, 175] of the cardiovascular system. It admits a unique bounded solution such that all coordinates of the solution are separated from zero by positive numbers, and which is periodic, eventually periodic or almost periodic depending on the moments of heart contraction. Appropriate numerical simulations are provided. A living organism can be considered as a complex system of nonlinear oscillating structures of different origins. The system as an integrity is a “constellation” of all of its oscillations. The oscillators are connected with each other to build oscillating chains. The essential task of controlling processes in a living organism is to sustain the oscillating activity of certain significantly unstable elements in such a way, that the amplitudes of their oscillations do not become excessively large or excessively small. It is, therefore, natural to assume that the data of oscillations should be considered as one of the most important sources of information about the condition of the organism. The movement of any fluid in a certain direction is the result of pressure differences in the starting and ending points of the system. The difference of pressure in heart chambers and in aorta, in aorta and outgoing blood vessels is the cause of blood flow in an organism. The last decades there has been a rise of intensive investigations of blood pressure in its connections with other parameters of the cardiovascular system [1,32], [50,57,71,120,124], [162,202,229], [243,247,261], [293]. At the same time we should recognize that due to the nonlinear properties of blood vessel walls and their variability along the length of a vessel the relation between actual oscillations of pressure and of blood volume [120], [229], [261] is very complex, and consequently, it is reasonable to consider the distribution of blood

144

Nonlinear Hybrid Continuous/Discrete-Time Models

pressure out of it’s connection with other parameters, particularly blood volume. There are many different approaches to the problem of modeling cardiovascular dynamics including, for example, modeling of the coupling mechanisms as a system of differential equations with delay [71, 129] or as a system of ordinary differential equations [166, 202, 293]. The idea of compartments makes analysis of a real world problem more abstract. Accordingly, we neither describe the physiological meaning of the compartments nor specify the number of these parts. The approach, which is based on introduction of compartments have been effectively applied to investigate different type processes in chemistry [244], medicine [47, 139, 175, 191], epidemiology [237], ecology [223], pharmacokinetics [47, 57, 271, 292]. On can easily see that all parts of the cardiovascular system should be involved if, let say, the blood flow problem is investigated, because the total volume of the blood is constant in the time, but the pressure could be discussed locally, as, for example, in [166, 202], where blood pressure for only compartment is studied. In our investigation we focus on the interactions of the blood pressures of several parts of the system. One can suppose that there exists, as a consequence of the blood float, a mutual interaction of blood pressures in different parts of the system. One of them, the systemic arterial pressure, should be singled out, as it is disturbed impulsively with large simultaneous inflow of blood in the time of heart contraction. Other compartments of the system do not directly undergo the impulsive action, so their change is continuous. We want to note that in this section we consider exclusively the aorta and the parts of the cardiovascular system interacting with the aorta through blood pressure, that is, only the compartments belonging to the systemic circulation are considered. The blood pressure in pulmonary artery also changes impulsively, and the differential equations system we propose can therefore be also used to model the pressure in this artery and its neighboring compartments. We, however, leave it out of our discussion. The goal of our analysis is not to build a final model of cardiovascular system, but rather to introduce a system of differential equations, in which one coordinate is perturbed impulsively and other coordinates exhibit a continuous change, thus having certain properties characteristic of the actual blood pressure behavior. The obtained results now need qualitative experimental confirmation. We hope that our results will serve as a basis for further experimental and clinical studies, which can lead to better understanding of the cardiovascular system. We denote C0 the aorta and arteries, and P0 blood pressure in C0 . Let Ci , i = 1, m, be other vessels and organs, which adjoin to C0 , and have an essential influence on fluctuations of

Blood pressure distribution

145

P0 , and Pi , i = 1, m, are the blood pressure values in compartments Ci , 1, m (see Figure 1.3). We suppose that the pressure variables satisfy the following system of differential equations with impulses dP0 (t) = −k0 P0 − g0 (P0 − P1 , P0 − P2 , . . . , P0 − Pm ), dt dP1 (t) = −k1 P1 + g1 (P0 − P1 ), dt dP2 (t) = −k2 P2 + g2 (P0 − P2 ), dt ...... dPm (t) = −km Pm + gm (P0 − Pm ), dt ΔP0 |t=θi = I0 + J0 (P0 ),

(9.23)

where ΔP0 |t=θi ≡ P0 (θi +) − P0 (θi ), P0 (θi +) = limt→θi + P0 (t). The following assumptions for (9.23) will be needed throughout the section: (C1) real constants I0 , ki , i = 0, m, are positive; (C2) J0 , gi are real valued functions, J0 (0) = 0, gi (0) = 0, i = 1, m, J0 (z) > 0, gi (z) > 0, if z > 0, g0 (0, 0, . . . , 0) = 0, g0 (z1 , z2 , . . . , zm ) > 0, if z j > 0, j = 1, m; (C3) the functions J0 , gi , 0, m, satisfy the Lipschitz condition |gi (z1 ) − gi (z2 )|  li |z1 − z2 |, i = 1, m, + |g0 (z1 , . . . , zm ) − g0 (w1 , . . . , wm )|  l0

∑

|zi − wi |2 ,

i=1,m

|J0 (z ) − J0 (z )|  lJ |z − z |; 1

1

1

2

(9.24)

(C4) there exists a number ω > 0, such that iω  θi < (i + 1)ω , i ∈ Z; (C5) there exist positive real constants mi , i = 0, m, mJ such that sup gi (z) = mi , i = 1, m, z0

sup z j 0, j=1,m

g0 (z1 , . . . , zm ) = m0 ,

sup J0 (z) = mJ . (9.25) z0

We assume that atmospheric pressure has the zero value. Since pressures can not be negative, our main goal is to find the conditions which guarantee the existence of bounded positive solutions. Moreover, the coordinates of the solutions are separated from zero by some positive constants, and eventually the first coordinate must be larger than any other. The solutions should be exponentially stable under certain conditions, and their various oscillatory properties (periodicity, eventually periodicity, almost periodicity) correspondly to the particular properties of the sequence of moments θi .

146

Nonlinear Hybrid Continuous/Discrete-Time Models

Differential equations (9.23) as a model of the physiological process are developed using models, which can be found, for example, in [57, 71, 162, 202, 247] and many others. To clarify that, we shall describe the two following models. In paper [202] the following differential equation is considered for the peripheric blood pressure Pp dPp 1 1 = − Pp + Q(t), dt RC C

(9.26)

where C is the total arterial compliance, R− the arterial resistance, Q(t)− the continuous blood flow. The formula for the continuous blood flow evaluation is given by Q(t) = P0 (t)−Pp (t) , r

where P0 − is the systemic arterial pressure, and r− is the aortic impedance. As

we suppose that the systemic arterial pressure is larger than the blood periferic pressure, Q(t) is a positive function. For the systemic arterial pressure the following differential equation with impulses has been discussed in book [166], dP0 1 = − P0 ,t = θi , dt RC Vj P0 (θi +) − P0 (θi ) = , C

(9.27)

where θi = iT , i ∈ Z, are prescribed moments, P0 (θi +) is the right limit’s value, V j are the stroke volumes, and C is the systemic arteria compliance. It is natural to consider cardiovascular problems using discontinuous dynamics theory. One of the interesting approaches which should be mentioned is the method of circle mappings [50,124] for cardiac arrhythmias. In [32] we consider the extended form of equation (9.27) for the systemic arterial pressure, and we investigate the problem of existence of positive periodic and almost periodic solutions, oscillations of the equation. The case when the moments of heart contraction are not prescribed, but are caused by a certain value of the systemic arterial pressure has also been investigated. We have further developed the models of our predecessors in several ways: 1) The nonlinear perturbations caused by interactions are used in the model, both in differential equations and the impulsive part of the model. Function g0 (P0 − P1 , P0 − P2 , . . . , P0 − Pm ) is positive since the outflow from the aorta to neighboring compartments reduces the systemic arterial pressure, all differences in the function are assumed to be positive. Nonlinearities gi (P0 − Pi ), i = 1, m, are positive, when the differences again are positive, since the differences generate inflow into compartments, which naturally implies the rise of the pressure. Any function gi (P0 − Pi ) does not depend on Pj ,

Blood pressure distribution

147

j = i, since we assume that there is no essential mutual interaction between compartments; 2) The equations for the compartments are derived from equation (9.26) for peripheric blood pressure. The nonnegative differences

P0 (t)−Pi (t) ri

are replaced by the nonlinear

functions gi (P0 − Pi ); 3) I0 is a constant part of the instantaneous change of systemic arterial pressure; 4) Condition (C5) is chosen, assuming that the results obtained in our investigation can be interpreted for the blood pressure system activated by an artificial pacemaker, or for the case when fluctuations are regular. That is, we exclude the case when the set of points of discontinuity may have so called accumulation points. We must also note that our results can be easily reconsidered when condition (C5) is replaced by condition 0 < μ  θi+1 − θi  μ1 < ∞ or by the condition of existence of lim supT →∞

i(t0 ,t0 +T ) T

= p, where i(t0 ,t0 + T ) is the number of elements θi in the interval

(t0 ,t0 + T ), and p is a nonnegative real number, uniform for all t0 ∈ R. The section is organized in the following manner. In the next part we find the conditions for the equation such that there exists a unique solution bounded on the whole R . The solution is periodic, almost periodic, or eventually periodic if the sequence of discontinuity moments has an appropriate property. Subsection contains the results on the stability and positiveness of the solutions. In the last part we specify the choice of the moments of discontinuity such that they may be determined artificially by a particular map, and by the initial moment. In this case the approach can be considered as a way to discuss the pacemaker’s design. Appropriate numerical simulations are provided.

9.2.2

Bounded, periodic, eventually periodic and almost periodic solutions

In this section we shall prove that the system admits oscillating solutions. The existence of an eventually periodic solution is proved for the first time. The assertions about the discontinuous periodic and almost periodic solutions are specified versions of general theorems of the theory of impulsive differential equations [20, 42, 192, 278]. Firstly, let us define the solutions of system (9.23). A left continuous function P(t) : R → Rm+1 is in the set PC (R), if it is continuous on R, except at the points θi , i ∈ Z, where its first coordinate may have discontinuities of the first kind, and is left continuous. A function P(t) ∈ PC (R) is a solution of (9.23) if:

148

Nonlinear Hybrid Continuous/Discrete-Time Models

(1) the differential equation is satisfied for P(t), t ∈ R, except at the points θi , i ∈ Z, where it holds for the left derivative of P(t); (2) the jump equation is satisfied by P0 (t) for every i ∈ Z. We shall also need the following set of functions. A left continuous function P(t) is in PC (R+ ), R+ = [t0 , ∞), t0 ∈ R, if it is continuous on [t0 , ∞) except at the points θi , t0  θi < ∞, where its first coordinate may have discontinuities of the first kind. A solution P(t) = (P0 (t), P1 (t), . . . , Pm (t)) of (9.23) on [t0 , ∞) is a function in PC (R+ ) such that: (1) the differential equation is satisfied for P(t) on R+ , except at the points θi , θi > t0 , where it holds for the left derivative of P(t); (3) the jump equation is satisfied by P0 (t) for every i, θi > t0 . One can easily show, using the theory of impulsive differential equations [20, 192, 278], that under the aforementioned conditions a solution P(t,t0 , π0 ), (t0 , π0 ) ∈ R × Rm+1 , π0 = (π00 , π01 , . . . , π0m ), of (9.23) exists and is unique on [t0 , ∞). One can also find that the solution satisfies the following integral equation P0 (t) = e−k0 (t−t0 ) π00 −

t

e−k0 (t−s) g0 (P0 (s) − P1 (s), P0 (s) − P2 (s), . . . , P0 (s) − Pm (s))ds

t0

+

∑

t0 θi
e−k0 (t−θi ) (I0 + J0 (P0 (θi ))),

Pi (t) = e−ki (t−t0 ) π0i +

t

e−ki (t−s) gi (P0 (s) − Pi (s))ds, i = 1, m.

(9.28)

t0

We say that a sequence θi has the p-property, p ∈ N, if θi+p = θi + pω for all integers i. Moreover, we say that the sequence has the p-property eventually, if θi+p − θi → pω as i → ∞. Consider a strictly ordered sequence of real numbers ti , i ∈ Z. Denote t ij = ti+ j − ti , i, j ∈ Z, and define the sequences {t ij }i , i, j ∈ Z. Following [42, 148, 278] we call this family of sequences equipotentially almost periodic if for an arbitrary positive ε there exists a relatively dense set of ε −almost periods, common for all sequences {t ij }, j ∈ Z. It is proved in [42] (see also [278]) that the family θ ji , i, j ∈ Z, is equipotentially almost periodic if the sequence θi − iω , i ∈ Z, is almost periodic. That is, if we chose an almost periodic sequence ξi , i ∈ Z, such that 0  ξi < ω , i ∈ Z, then the sequence θi , where

θi = iω + ξi , i ∈ Z, is equipotentially almost periodic.

Blood pressure distribution

149

, , , Let [a, b] be an oriented interval, that is [a, b] = [a, b], if a  b, and [a, b] = [b, a], if a > b. We say that a function φ (t) in PC (R) is eventually pω -periodic if the sequence of discontinuities θi has the p-property eventually, and lim [φ (t + pω ) − φ (t)] = 0,

(9.29)

t→∞

 for all t such that t ∈ [θi , θ i+p − pω ] ∩ [θi+1 , θi+p+1 − pω ]. Next, we shall give a definition from the last section (see, also [148, 278]) which is slightly modified for our case. A function φ (t) in PC (R) is a piecewise continuous almost periodic function if: (a) the function is uniformly continuous on the union of all intervals of the continuity (θi , θi+1 ), i ∈ Z; (b) for every positive ε there exists a relatively dense set Γ of almost periods such that if

γ ∈ Γ, then φ (t + γ ) − φ (t) < ε for all t ∈ R such that |t − θi | > ε , i ∈ Z. We may assume that -' (2 . √ m 2 . l0 2m lJ ek0 ω l / (C6) L(l0 , l1 , . . . , lm , lJ ) = + + ∑ i2 < 1. −k ω k0 1−e 0 k i=1 i Theorem 9.1. If conditions (C1)–(C6) are fulfilled, then there exists a unique solution of (9.23) bounded on R and: (1) the bounded solution has the period pω if the sequence θi has the p-property for a fixed p ∈ N; (2) the bounded solution is an eventually pω -periodic function if the sequence θi has the p-property eventually for a fixed p ∈ N; (3) the bounded solution is a piecewise continuous almost periodic functionif the sequence

θi − iω , i ∈ Z, is almost periodic. Proof. We shall use the norm |φ |0 = supR |φ (t)| for scalar valued functions defined on R, and φ 0 = supR φ (t) for vector-valued functions. Denote by Ω a subset of PC (R) such that if φ (t) ∈ Ω, φ = (φ0 , φ1 , . . . , φm ), then |φ0 |0  ( mk00 +

mJ ek0 ω ), |φi |0 1−e−k0 ω



mi ki , i = 1, m.

One can easily verify that (9.23) has a bounded solution P(t) if and only if P(t) is a bounded

150

Nonlinear Hybrid Continuous/Discrete-Time Models

on R solution of the following integral equation P0 (t) = −

t

e−k0 (t−s) g0 (P0 (s) − P1 (s), . . . , P0 (s) − Pm (s))ds

−∞

+ Pi (t) =

t

∑ e−k0(t−θi ) (I0 + J0(P0(θi ))),

θi
e−ki (t−s) gi (P0 (s) − Pi (s))ds, i = 1, m.

(9.30)

−∞

Define on Ω an operator T such that (T φ )0 (t) = −

t

e−k0 (t−s) g0 (φ0 (s) − φ1 (s), . . . , φ0 (s) − φm (s))ds

−∞

+ ∑ e−k0 (t−θi ) (I0 + J0 (φ0 (θi ))), θi
(T φ )i (t) =

t

e−ki (t−s) gi (φ0 (s) − φi (s))ds, i = 1, m.

(9.31)

−∞

We can verify that T : Ω → Ω. Take φ , ψ ∈ Ω. One can obtain that

T φ − T ψ 0  L(l0 , l1 , . . . , lm , lJ ) φ − ψ 0 , and, consequently, condition (C6) implies that the operator is contractive. It is not difficult to check that the space Ω is complete. Thus, there exists a unique solution of (9.23) from Ω. Assume now that the sequence θi has the p-property. Then, using the standard method, starting with a pω -periodic function from Ω, we can, using the operator T, construct a sequence of pω -periodic approximations of the bounded solution, which is also pω -periodic. Consider the case where θi has the p-property eventually. In order to prove assertion (2) of the theorem, it is sufficient, according to the above discussion of boundedness of the solution, to prove that T φ is eventually pω -periodic, if φ is an eventually pω -periodic function. Fix a positive number ε . Since θi has the p-property eventually, and φ is eventually pω periodic function, one can find positive numbers T2 > T1 such that: (1) if t  T2 and θi + ε < t < θi+1 − ε for some i ∈ Z, then θi+p < t + pω < θi+1+p and

φ (t + pω ) − φ (t) < ε ; (2) 2e−k0 (T2 −T1 ) [ mk00 +

mJ ek0 ω ] 1−e−k0 ω

i < ε , 2e−k0 (T2 −T1 ) 2m ki < ε .

We have that

 t+p  ω   |(T φ )0 (t + pω ) − (T φ )0 (t)| =  − e−k0 (t+pω −s) g0 (φ0 (s) − φ1 (s), . . . , φ0 (s) − φm (s))ds −∞

Blood pressure distribution

+

∑

θi
151

e−k0 (t+pω −θi ) (I0 +J0 (φ0 (θi )))+

t

−∞

−

∑

θi
∑

−k0 (t−θi )

e

θi
e−k0 (t−s) g0 (φ0 (s)− φ1 (s), . . . , φ0 (s)− φm (s))ds

   (I0 + J0 (φ0 (θi ))) 

e−k0 (t−θi ) 2mJ +

 t

T1

T1 −∞

e−k0 (t−s) 2m0 ds+

√ e−k0 (t−s) l0 2m φ (s + pω ) − φ (s) ds+  θi +ε

∑ e−k0(t−θi ) lJ φ (θi+p ) − φ (θi ) + ∑ θi −ε e−k0 (t−s) 2m0 ds  T1 θi
li eκω |(T φ )i (t + pω ) − (T φ )i (t)|  ε 1 + + 4mi ek0 ε , i = 1, m. ki 1 − e−κω That is, there exists a unique eventually pω -periodic solution of (9.23). Now assume that the sequence θi − iω is almost periodic. From the previous discussion we see that to prove the existence of a d.a.p. solution we need only to verify that the function T φ is piecewise continuous almost periodic if φ is a piecewise continuous almost periodic function. By Lemma 35 [278] (see also [42]), for a given positive ε there exist a real number ν , 0 < ν < ε , and relatively dense sets of real numbers Γ and integers H, such that: (1) φ (t + γ ) − φ (t) < ε ; (2) |θkh − γ | < ν , k ∈ Z, h ∈ H, γ ∈ Γ. Take the real number ν such that φ (t1 ) − φ (t2 ) < ε if t1 , t2 belong to the same interval of continuity of the function φ (t) and |t1 − t2 | < ν . We have that if |t − θi | > ε , i ∈ Z, then  |(T φ )0 (t + γ ) − (T φ )0 (t)| = |

∑

θi
t+γ

−∞

e−k0 (t+γ −θi ) (I0 + J0 (φ (θi ))) −

e−k0 (t+γ −s) g0 (φ0 (s) − φ1 (s), . . . , φ0 (s) − φm (s))ds+

 t

−∞

∑ e−k0 (t−θi ) (I0 + J0 (φ (θi )))| 

e−k0 (t−s) g0 (φ0 (s) − φ1 (s), . . . , φ0 (s) − φm (s))ds−

 t

θi
−∞

√ e−k0 (t−s) l0 2m φ (s + γ ) − φ (s) ds+  θi +ε

∑ e−k0(t−θi ) lJ φ (θi+h) − φ (θi ) + ∑ θi −ε e−k0 (t−s) 2m0 ds  θi
li eki ω + 4mi eki ε , i = 1, m. ki 1 − e−ki ω That is, T φ is a piecewise continuous almost periodic function. The theorem is proved. and

|(T φ )i (t + γ ) − (T φ )i (t)|  ε



152

Nonlinear Hybrid Continuous/Discrete-Time Models

Stability and positiveness

9.2.3

In this section we show that the bounded solution is exponentially stable, and that every coordinate of the solution is separated from zero by some positive number. Moreover, the first coordinate of the solution, which is the value of the systemic arterial pressure, is higher than any other pressure value. Let us denote the solution bounded on R as ξ (t) = (ξ0 (t), ξ1 (t), . . . , ξm (t)). Next, we find the conditions for the positiveness of this solution. Assume additionally that (C8)

m0 mi e−k0 ω + < I0 , i = 1, m. k0 ki 1 − e−k0 ω

Using (9.30) we obtain that

ξ0 (t)  I0

e−k0 ω m0 − > 0, t ∈ R, 1 − e−k0 ω k0

and |ξi (t)| 

mi , t ∈ R, i = 1, m. ki

Hence, e−k0 ω m0 mi − − = δ > 0, t ∈ R, i = 1, m, k0 ki 1 − e−k0 ω and using (9.30) again one can see that g ξi (t)  i > 0, t ∈ R, i = 1, m, ki

ξ0 (t) − ξi (t)  I0

where gi is the minimal value of the function gi (z) for z ∈ [δ , mk00 +

mJ ek0 ω 1−e−k0 ω

(9.32)

+ mkii ].

The following assertion is proved. Theorem 9.2. Assume that conditions (C1)–(C8) are valid. Then for the bounded solution

ξ (t) of (9.23) there exist positive constants ν j , j = 1, m, μi , i = 0, m + 1 such that the inequalities ξ0 (t) − ξi (t) > ν j , ξi (t)  μi are valid for all i, j, and t ∈ R. Let us give the definition of uniform exponential stability of the solution. Denote P(t) = P(t,t0 , P0 ), a solution of (9.23). Definition 9.4. The solution ξ (t) is called uniformly exponentially stable if there exists a number α ∈ R, α > 0, such that for every ε > 0 there exists a number δ = δ (ε ) such that the inequality P(t) − ξ (t) < ε exp(−α (t − t0 )), for all t  t0 , holds, if P0 − ξ (t0 ) < δ . Fix a positive number σ , 0 < σ < mini=0,m ki , denote  √  l0 2m lJ e(k0 −σ )ω 2li m(l0 , l1 , . . . , lm , lJ ) = 1 − max + , , i = 0, m , k0 − σ 1 − e−(k0 −σ )ω ki − σ and assume that the Lipschitz coefficients are small so that

Blood pressure distribution

153

(C9) m(l0 , l1 , . . . , lm , lJ ) > 0. Theorem 9.3. Assume that conditions (C1)–(C7), (C9) are valid. Then the bounded solution ξ (t) of (9.23) is uniformly exponentially stable. Proof. One can see that v(t) = P(t) − ξ (t), v = (v0 , v1 , . . . , vm ), is a solution of the equation dv0 = −k0 v0 + w0 (v), dt dvi = −ki vi + wi (v0 , vi ), i = 1, m, t = θ j , dt Δv0 |t=θ j = u0 (v0 ). (9.33) where functions wi , i = 0, m, and u0 satisfy the following conditions: √ |w0 (v)|  l0 2m v ; |wi (vi , v0 )|  li (|vi | + |v0 |), i ∈ Z; |u0 (v0 )|  lJ |v0 |. Thus, the problem of the stability of ξ0 (t) is reduced to the stability of the zero solution of (9.33). Fix ε > 0 and denote K = K(l0 , l1 , . . . , lm , lJ , δ ) = m(l

δ

0 ,l1 ,...,lm ,lJ )

, where δ ∈ R, δ > 0,

and take δ so small that K(l0 , l1 , . . . , lm , lJ , δ ) < ε . Assume, without loss of generality, that t0 = 0. Let v(t, v0 ) be a solution of (9.33) such that v(0, v0 ) = v0 = (v0 , v1 , . . . , vm ). Denote by Ψ a set of all functions ψ = (ψ0 , ψ1 , ψ2 , . . . , ψm ), defined on R+ = [0, ∞), such that: 1) ψ (0) = v0 ; 2) ψ (t) ∈ PC (R+ ); 3) |ψi (t)|  K exp(−σ t) if t  0, i = 0, m. Define an operator Π on Ψ such that if ψ ∈ Ψ, then (Πψ )0 = e−k0 t v0 +

t

e−k0 (t−s) w0 (ψ (s))ds +

0

(Πψ )i = e−ki t vi +

t

∑

0θi
e−k0 (t−θi ) u0 (v0 (θi )),

e−ki (t−s) wi (v0 (s), vi (s))ds, i = 1, m.

(9.34)

0

We shall show that Π : Ψ → Ψ. Indeed, for t  0 it is true that  t √ |(Πψ )0 |  e−k0 t δ + e−k0 (t−s) l0 2mKe−σ s ds ' +

∑

0θi
0

e−k0 (t−θi ) lJ Ke−σ θi  e−σ t δ + K

 √ ( l0 2m lJ e(k0 −σ )ω +  Ke−σ t . k0 − σ 1 − e−(k0 −σ )ω

154

Nonlinear Hybrid Continuous/Discrete-Time Models

Similarly,

|(Πψ )i |  exp(−σ t) δ + 2K

Let ψ1 , ψ2 ∈ Ψη . Then, we have that

li  K exp(−σ t), i = 1, m. ki − σ

Πψ1 − Πψ2  L(l0 , l1 , . . . , lm , lJ ) sup ψ1 − ψ2 , t0

where the coefficient is described in (C7). Using the contraction mapping argument one can conclude that there exists a unique fixed point v(t, v0 ) of the operator Π : Ψ → Ψ which is a solution of (9.33). Theorem is proved.



From (9.32) it follows that the bounded solution has the first coordinate larger than any other coordinate, and the attractiveness of the solution implies that any other solution in its neighbourhood eventually has the first coordinate as its largest coordinate. Now, we can make some physiological conclusions: the normal state of the distribution of blood pressure is such that systemic arterial pressure is higher than any other pressure. The initial state may be odd, that is, the initial systemic arterial pressure may be lower than the pressure in a neighbouring compartment, but after a certain period of time the state becomes normal. We may call this period the time of stabilization of a solution. In order to carry out numerical simulations of the obtained theoretical results we consider the following equation: P0 = −0.5P0 − 0.1(P0 − P1 ), P1 = −0.7P1 + 0.1(P0 − P1 ), P2 = −1.2P1 + 0.1(P0 − P2 ), ΔP0 |t=θi = 0.07, √ 2i)|. It is proved in [42] that the sequence

(9.35)

where θi = i + √ sin( 2i)| is almost periodic. The theoretical part of the section implies that system (9.35) 1 4 | sin(i) − sin(

1 4 | sin(i) −

has a discontinuous almost periodic solution. As can be seen from Figure 9.1, the solution P(t), P(0) = (0.08, 0.05, 0.03) is approaching the almost periodic solution as time increases. Figure 9.2 shows that there exists a period of stabilization of a solution with initial value P(0) = (0.03, 0.5, 0.2) so that the first coordinate is smaller than the second and third ones at the initial moment t = 0. 9.2.4

Discussion

As follows from the preceding discussion, if system (9.23) satisfies certain conditions, then systemic arterial pressure and the blood pressure in compartments oscillate, remaining

Blood pressure distribution

155

0.18 0.16 0.14 0.12 0.1 0.08 0.06 0.04 0.02 0

0

5

10

15

20

25

30

35

time t

Fig. 9.1 The graph of the first coordinate P0 (t) of the solution is shown in red, of the second coordinate P1 (t) in blue, and the third coordinate P2 (t) in black. The initial value of the first coordinate is larger than that of the second and third coordinates, and one can easily see from the graphs that our theoretical predictions are in full accordance with the properties represented by the figure: the solutions are separated from zero by some positive numbers, coordinate P0 (t) is always larger than P1 (t), P2 (t), and we may suppose that the solution is approaching the discontinuous almost periodic solution of the system, as time increases.

positive. The shape of the oscillations depends on the behavior of the moments when contraction of the left ventricle takes place. The oscillations are asymptotically stable. That is, they do not react significantly to external perturbations. From the results obtained above one can see that the strike type influence of the left ventricle contraction on the systemic arterial pressure is “softened” when it reaches the peripheral compartments through the connections of the system, so that the compartments’ oscillations are continuous. On the other hand, this influence is sufficiently large to sustain the positiveness of all coordinates and keep the aortic pressure higher than in any other compartment. In the next section we develop the proposed model further, to obtain additional features of the regular behavior of blood pressure, as well as to investigate irregular (chaotic) processes

156

Nonlinear Hybrid Continuous/Discrete-Time Models

0.5 0.45 0.4 0.35 0.3 0.25 0.2 0.15 0.1 0.05 0

0

5

10

15

20

25

30

35

time t Fig. 9.2 We can see that despite the “odd” relation between the coordinates at the initial moment, the normal state is eventually achieved, when coordinate P0 (t) is larger than P1 (t) and P2 (t). The stabilization time of the solution is no more than 5 units. Again, we have the consistency of the theoretical result with the simulation observations.

in the system. The problem of the period-doubling and intermittency routes to the chaos can serve as an important theoretical tool in the studies of the arythmia processes.

9.3

Chaotic dynamics

In this part of the chapter we consider the dynamics of blood pressure, initiated in the last section, concentrating on the interaction between systemic arterial pressure and peripheric blood pressure. A system of impulsive differential equations is applied as a model. The main result of the present section is the existence of Devaney’s chaos ingredients: sensitivity of solutions, transitivity, and existence of infinitely many periodic solutions, in the case, when generation of moments of discontinuity is defined as a special initial value problem. The method of chaos creation proposed in [16–20] is applied. Appropriate examples are provided, including a simulation of the chaotic attractor.

Blood pressure distribution

9.3.1

157

Introduction and Preliminaries

The following system is a consequence of the modeling efforts of our predecessors [166, 202], dPs (t) = −ks Ps + gs (Ps (t) − Pp (t)), dt dPp (t) = −k p Pp + g p (Ps (t) − Pp (t)), t = θi , dt ΔPs |t=θi = Is + Js (Ps ).

(9.36)

The general version of this system has been introduced in the last section. We shall need the following assumptions throughout the current section: (C1) real constants Is , ks , k p are positive; (C2) Js , gs , g p are real valued continuous functions, Js (0) = gs (0) = g p (0) = 0, g p (z) > 0, gs (z) < 0, if z > 0; (C3) the function Js is non-increasing; (C4) the functions Js , gs , g p satisfy the Lipschitz condition |gs (z1 ) − gs (z2 )|  ls |z1 − z2 |, |g p (z1 ) − g p (z2 )|  l p |z1 − z2 |, |Js (z1 ) − Js (z1 )|  lJ |z1 − z2 |;

(9.37)

(C5) the sequence θi , i ∈ Z, satisfies the following property: there exists a number ω > 0, such that iω  θi < (i + 1)ω , i ∈ Z; (C6) there exist positive real constants ms , m p such that sup |gs (z)| = ms , sup |g p (z)| = m p . z0

(9.38)

z0

Condition (C3) implies that supz0 |J0 (z)| = mJ , where mJ is a positive real number. We consider the atmospheric pressure to be zero, so that, both of the two types pressures considered are negative. Consequently, our goal is to find conditions which guarantee the existence of bounded positive solutions. These solutions exponentially stable under certain conditions. They are periodic or eventually periodic depending on the particular properties of the sequence of moments θi when the jumps of the pressure in the aorta occur. Finally, we consider a special initial value problem, which can be thought of as a model of the cardiovascular system with an artificial pacemaker. Chaotic behavior is investigated for this initial value. Below, we give a short motivation for introducing conditions (C1)–(C5). The function gs (Ps − Pp ) is non-positive since the outflow from the aorta to the neighboring compartment reduces systemic arterial pressure. Hence, we assume that Ps is always not

158

Nonlinear Hybrid Continuous/Discrete-Time Models

smaller than Pp . Nonlinearity g p (Ps − Pp ) is non positive, since the difference generates the inflow to the compartment and, consequently, implies the rise in peripheric pressure. The term I0 in the impulsive part of the equation is caused by the constant stroke volume, which does not depend on systemic arterial pressure, but may depend on the distance ω , and the features of the left heart. The monotonicity of the jump function Js (Ps ) has the following physiological interpretation. One can see that if the pressure Ps has a jump at the moment t = θ p then the consequent volume of accumulated blood in the left heart is larger, the larger is the distance θi+1 − θ p , that is the time between two consecutive moments of heart contraction. And if the duration increases then systemic arterial pressure decreases because of the negative coefficient in the equation. Hence, to guarantee a larger inflow of blood we should assume that the function is decreasing. Condition (C5) assumes that the results of our investigation can be interpreted as describing a blood pressure system activated by an artificial pacemaker, or the case when the change is close to regular. The theoretical background of our investigation could be found in [20, 42, 278]. In the next section we give conditions for the equation such that there exists a unique bounded on the whole of R solution. The solution is periodic if the sequence of discontinuity moments has an appropriate property. The section contains, also, results on the stability and positiveness of the solutions. In the next section, a special initial value problem is considered, using the logistic map to create the sequence of the moments jumps. We introduce eventually periodic solutions and prove the existence of these solutions for certain values of the parameter of the logistic equation. All three ingredients of the Devaney’s chaos for the problem are considered in this section. Appropriate examples are provided.

9.3.2

Stability and positiveness of bounded and periodic solutions

In this part we just repeat results of the previous section specified for equation (9.36). We may assume that -' (2 . √ √ . ls 2 (l p 2)2 lJ eks ω / (C7) L(ls , l p , lJ ) = + + < 1. ks 1 − e−ks ω k2p Theorem 9.4. If conditions (C1)–(C7) are fulfilled, then there exists a unique bounded on R solution of (9.36). If the sequence θ p has the p-property for a fixed p ∈ N, then the bounded solution has period pω .

Blood pressure distribution

159

The unique bounded on R solution satisfies the following integral equation t

Ps (t) =

−∞ t

Pp (t) =

e−ks (t−s) g0 (Ps (s) − Pp (s))ds +

∑ e−ks (t−θ p) (I0 + J(Ps (θi ))),

θi
e−k p (t−s) g p (Ps (s) − Pp (s))ds.

(9.39)

−∞

Let us denote the bounded on R solution as ξ (t) = (ξs (t), ξ p (t)). If we use the norm |φ |0 = supR |φ (t)| for scalar-valued functions defined on R, and φ 0 = supR φ (t)

for φ ∈ PC (R), then every bounded solution satisfies |ξs |0  ( mkss + |ξ p |0 

mp kp

mJ eks ω ) 1−e−ks ω

= Ms ,

= Mp .

Next we obtain conditions for the positiveness of this solution. Assume additionally that (C8)

ms m p e−ks ω + < Is

. ks kp 1 − e−ks ω

Using (9.39) we find that

ξs (t)  Is

e−ks ω ms − > 0, t ∈ R, ks 1 − e−ks ω

and |ξ p (t)| 

mp , t ∈ R, i = 1, m. kp

Hence, e−ks ω ms m p − − = δ > 0, t ∈ R, i = 1, m. 1 − e−ks ω ks kp Using condition (C3) and (9.39) again we obtain that gp ξ p (t)  > 0, t ∈ R, kp

ξs (t) − ξ p (t)  Is

ks ω

mJ e where g p is the minimal value of the function g p (z) for z ∈ [δ , mkss + 1−e −ks ω +

mp k p ].

Thus, we have proved the existence of positive numbers μs , μ p such that

ξs (t)  μs , ξ p (t)  μ p , t ∈ R. Fix a positive number σ , 0 < σ < min{ks , k p }, denote   2l p 2ls lJ e(ks −σ )ω m(ls , l p , lJ ) = 1 − max + , , ks − σ 1 − e−(ks −σ )ω k p − σ and assume that the Lipshitz coefficients are sufficiently small so that (C9) m(ls , l p , lJ ) > 0. Theorem 9.5. Assume that (C1)–(C9) are valid. Then the bounded solution ξ (t) of (9.36) is uniformly exponentially stable.

160

9.3.3

Nonlinear Hybrid Continuous/Discrete-Time Models

Blood pressure dynamics as a special initial value problem: chaotic behavior

The phenomenal exploration of the irregular behavior of dynamical systems was done in [114, 156, 207, 214, 225, 277, 281, 289] Many papers considering the subject for specified models as well as for equations of general type have been published. One of the ways to discover chaos on the basis of qualitative theory is to look for topological components of chaos summarized in [98]. For the reminder in this section we assume that the sequence of discontinuity points θi is defined by a particular function and depends on the choice of the initial moment. More precisely, consider h(t) = h(t, μ ) ≡ μ t 2 (1−t), the logistic map, where μ > 4 is a parameter, and ω = 1, I = [0, 1]. It is known that there exists a positively invariant subset Λ of I. For every t0 ∈ Λ one can construct a sequence κ (t0 ) of real numbers κi , i ∈ Z, in the following way. If i  0, then κi+1 = h(κi , μ ) and κ0 = t0 . Let us show, how the sequence is defined for negative i. Denote s0 = S(t0 ), s0 = (s00 s01 . . .). Consider elements s = (0s00 s10 . . .), s = (1s00 s10 . . .) of Σ2 , such that σ (s) = σ (s) = s0 and t = S−1 (s),t = S−1 (s). The homeomorphism implies that h(t, μ ) = h(t, μ ) = t0 . Set h−1 (t0 , μ ) may consist of not more than two elements t, t ∈ Λ. Each of these two values can be chosen as κ−1 (t0 , μ ). Obviously, one can continue the process to −∞, choosing always one element from the set h−1 . We have finalized the construction of the sequence, and, moreover, it is proved that κ (t0 , μ ) ⊂ Λ. Thus, infinitely many sequences κ (t0 , μ ) can be constructed for a given t0 . However, each of this type of sequence is unique for an increasing i. Fix one of the sequences and define a sequence θ (t0 ) = {θi }, θi = i + κi , i ∈ Z. The sequence has a periodicity property if there exists p ∈ N such that θi+p = θi + p, for all i ∈ Z. If we denote by Π the set of all such sequences {θi }, i ∈ Z, then a multivalued functional w : I → Π such that θ (t0 ) = w(t0 ) is defined. Let us introduce the following special initial value problem for the impulsive differential equation (9.36) dPs (t) = −ks Ps + gs (Ps − Pp ), dt dPp (t) = −k p Pp + g1 (Ps − Pp ),t = θi (t0 ), dt ΔPs |t=θi (t0 ) = Is + Js (Ps ), P(t0 ) = P0 ,t0 ∈ I, where P0 is a vector from R2 .

(9.40)

Blood pressure distribution

161

Our main goal for this section is to investigate various regular and irregular dynamics of solutions of impulsive differential equations. The detailed investigation of the dynamics is introduced in [16–20], where all chaotic properties are discussed. 9.3.4

Periodic solutions revisited. Eventually periodic solutions

In what follows we assume that conditions (C1)–(C9) are valid with ω = 1. Then by previous results for every t0 ∈ I such that κ (t0 ) is p-periodic, p ∈ N, there exists a p-periodic uniformly exponentially stable positive solution of the impulsive differential equation. Let us denote the periodic solution as ξ (t,t0 ). Moreover, in what follows we assume a bounded solution as a bounded on R function, and we denote these solutions of (9.40) as P(t,t0 ). It is known [225] that there exists an infinite sequence of the parameter μ values, 3 <

μ1 < μ2 < · · · < μk · · · < 3.8284 . . . , such that κ (t, μi ), i  1, has an asymptotically stable prime period−2i point ti∗ ∈ I with a region of attraction (ti∗ − δi ,ti∗ + δi ). Beyond the value 3.8284 . . . , there are cycles with every integer period [207]. , , , Let [a, b] be an oriented interval, that is [a, b] = [a, b], if a  b, and [a, b] = [b, a], otherwise. Fix a number j such that h(t, μ j ) has a period−2 j point t ∗j with a region of attraction (t ∗j − δ j ,t ∗j + δ j ) ∈ I. Denote p = 2 j , t ∗ = t ∗j , δ = δ j . In what follows we shall investigate the dynamics of the IVP near the point t ∗ . It follows from Theorem 9.4 that there exists a p-periodic solution ξ (t,t ∗ ) of (9.40). We shall need the following defintion. Definition 9.5. We say that a function φ (t) from PC (R) with a sequence of discontinuities θi is eventually pω -periodic if for every positive ε there exists a moment T > 0, such that (1) |θi+p − θi − pω | < ε , if θi > T ; (2) φ (t + pω ) − φ (t) < ε for all t > T, such that |t − θi | > ε , i ∈ R. Solution ξ (t,t ∗ ) attracts all other solutions of (9.40) that have the same initial moment t ∗ . Hence, it is obvious that all solutions of IVP (9.40) with the same initial moment t ∗ are eventually p-periodic. But our main interest lies in bounded on R solutions P(t,t0 ), t0 = t ∗ , which have starting moments in (t ∗ − δ ,t ∗ + δ ). Let us show that they are eventually pperiodic. We may assume that (C10) ls + l p + ln(1 + lJ ) < min{ks , k p }. Theorem 9.6. If conditions (C1)–(C10) are fulfilled, then solution P(t,t0 ) is eventually

162

Nonlinear Hybrid Continuous/Discrete-Time Models

p-periodic. Proof. Since t0 belongs to the basin of attractiveness of t ∗ , θ (t0 ) satisfies the first condition of Definition 9.5. Let us check if the other condition of the Definition holds for P(t,t0 ). One can easily see that it is fulfilled if

P(t,t0 ) − ξ (t,t ∗ ) → 0, as t → ∞,

(9.41)

∗ ), θ (t )]. for all t ∈ [θi (t i 0

It is difficult to evaluate the difference between P(t,t0 ) and ξ (t,t ∗ ) since their moments of discontinuity do not coincide. For this reason let us apply the method of B-equivalence [20]. Let us consider the following system dQs (t) = −ks Qs + gs (Qs − Q p ), dt dQ p (t) = −k p Q p + g p (Qs − Q p ),t = θi (t ∗ ), dt ΔQs |t=θi (t ∗ ) = Is + Js (Qs ) +Wi (Q). Q(t0 ) = P0 ,t0 ∈ I.

(9.42)

The two IVPs (9.40) and (9.42) are B-equivalent [20], if their solutions with the same initial ∗ data coincide in their common domain only if t ∈ [θi (t 0 ), θi (t )], ı ∈ Z. Next we shall define a function W for the last IVP such that it is B−equivalent to (9.40). Introduce the following system of ordinary differential equations dRs (t) = −ks Rs + gs (Rs − R p ), dt dR p (t) = −k p R p + g p (Rs − R p ), (9.43) dt and assume, without any loss of generality, that θi (t0 )  θi (t ∗ ), i ∈ Z. Let R(t, u, R0 ) be a solution of (9.43) with the initial data u, R0 . Fix Q = (Qs , Q p ), and denote r = (rs , r p ), rs = Is + Js (Rs (θi (t0 ), θi (t ∗ ), Q)) + Rs (θi (t0 ), θi (t ∗ ), Q), r p = Rs (θi (t0 ), θi (t ∗ ), Q). If Wi (Q) = R(θi (t ∗ ), θi (t0 ), r) − Is − Js (Q), then one can verify that IVPs (9.40) and (9.42) are B−equivalent [20]. Moreover, every Wi (Q) is a continuous function, and if θi (t0 ) →

θi (t ∗ ) as i → ∞, then Wi (Q) → 0 uniformly on every bounded set from R2 . Introduce the norm a 1 = |a1 | + |a2 |, if a = (a1 , a2 ), and denote M = Ms + Mp , κ1 = max{ks , k p }, κ2 = min{ks , k p }. Fix a positive ε < 2M, and choose positive integers k, i0 and a number ε1 > 0, such that

Blood pressure distribution

163

(1) ε1 eκ2 ∑ki=0 eκ2 i < ε4 ;

(2) 2Me−(κ2 −ls −l p −ln(1+lJ ))k < ε4 ; (3) Wi (Q) < ε1 if Q < M, i  i0 . Then for t  i0

ξs (t) = e−ks (t−i0 ) ξs (i0 ) +

t

e−ks (t−u) gs (ξs (u) − ξ p (u))du +

i0

∑

−ks (t−θi )

e

i0 θi
(Is + Js (ξs (θi ))),

ξ p (t) = e−k p (t−t0 ) ξ p (i0 ) +

t

e−k p (t−u) g p (ξs (u) − ξ p (u))du,

(9.44)

i0

and −ks (t−i0 )

Qs (t) = e

Qs (i0 ) +

t

e−ks (t−u) gs (Qs (u) − Q p (u))du +

i0

∑

−ks (t−θi )

e

i0 θi
(Is + Js (Qs (θi )) +Wi (Q(θi )))

Q p (t) = e−k p (t−t0 ) Q p (i0 ) +

t

e−k p (t−u) g p (Qs (u) − Q p (u))du.

(9.45)

i0

Then −κ2 (t−i0 )

ξ (t) − Q(t) 1  e

ξ (i0 ) − Q(i0 ) 1 +

t

e−κ2 (t−u) (ls + l p ) ξ (u) − Q(u) 1 du+

i0

∑

i0 θi
e−κ2 (t−θi ) (lJ ξ (θi ) − Q(θi ) 1 + ε1 ),

and for i0  t  i0 + k,

ξ (t) − Q(t) 1  ξ (i0 ) − Q(i0 ) 1 e−κ2 (t−i0 ) +

t

e−κ2 (t−u) (ls + l p ) ξ (u) − Q(u) 1 du+

i0

∑

i0 θi
e−κ2 (t−θi ) (lJ ξ (θi ) − Q(θi ) 1 + ε1 ).

If we denote v(t) = ξ (t) − Q(t) 1 eκ2 t , then k $ %  v(t)  ξ (i0 ) − Q(i0 ) 1 eκ2 i0 + ε1 eκ2 ∑ eκ2 i + (ls + l p )v(u)du + t

i=1

i0

∑

i0 θi
lJ v(θi ).

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Nonlinear Hybrid Continuous/Discrete-Time Models

Now, applying the Gronwall-Bellman Lemma for piecewise continuous functions [278] one can find that k $ % v(t)  ξ (i0 ) − Q(i0 ) 1 eκ2 i0 + ε1 eκ2 ∑ eκ2 i e(ls +l p +ln(1+lJ ))(t−i0 ) , i=1

and

ξ (i0 + k) − Q(i0 + k) 1  ξ (i0 ) − Q(i0 ) 1 e−(κ2 −ls −l p −ln(1+lJ ))k + k

eκ2 ε1 ∑ eκ2 i e−(κ2 −ls −l p −ln(1+lJ ))k < i=1

ε ε ε + = . 4 4 2

(9.46)

Similarly to (9.46), we can obtain that for t ∈ [i0 + k, i0 + 2k]

ε

ξ (t) − Q(t) 1  e−(κ2 −ls −l p −ln(1+lJ ))(t−i0 ) + 2 k ε ε eκ2 ε1 ∑ eκ2 i e−(κ2 −ls −l p −ln(1+lJ ))(t−i0 ) < +  ε , 2 4 i=1

(9.47)

and

ξ (i0 + 2k) − Q(i0 + 2k) 1  ξ (i0 + k) − Q(i0 + k) 1 e−(κ2 −ls −l p −ln(1+lJ ))k + k

eκ2 ε1 ∑ eκ2 i e−(κ2 −ls −l p −ln(1+lJ ))k < i=1

ε ε ε + = . 4 4 2

(9.48)

Hence, by mathematical induction, for arbitrary t  i0 + k we have that ξ (t) − Q(t) 1 < ε , and since ε can be arbitrarily small, P(t,t0 ), t0 ∈ (t ∗ − δ ,t ∗ − δ ), is eventually p-periodic. The theorem is proved.



Since every bounded solution P(t,t0 ) is an attractor of all solutions of the system (9.43), it follows that ξ (t,t ∗ ) is an attractor of all solutions of (9.40) with t0 ∈ (t ∗ − δ ,t ∗ + δ ). 9.3.5

Chaos

It is known that a chaotic process takes place on a compact domain. Hence, it is natural to discuss the irregular behavior of the system only for the union of positive-valued and bounded solutions, that is positive solutions P(t,t0 ), which satisfy the inequalities |Ps (t)|0 < Ms , |Pp (t)|0 < M p for all t ∈ R. Below, we say that a solution is bounded if it is bounded on R. We should remark that, since any of these bounded solutions is an attractor of all solutions, that have the same initial moment, the chaotic properties are appropriate for all solutions, not only the bounded ones. So, to describe the chaos in the model we can consider only bounded solutions. In this section we assume that μ > 4. Then [272] there exists an invariant Cantor set Λ ⊂ I such that h(x, μ ) is chaotic on Λ. That is, h has sensitive dependence on initial conditions,

Blood pressure distribution

165

periodic points are dense in Λ and h is topologically transitive. We may also point out that there are infinitely many orbits of h with different periods, that for each p ∈ N there exists a solution with period p, and that topological transitivity means existence of positive trajectory of h, dense in Λ. Consider the sequence space [98] Σ2 = {s = (s0 s1 s2 . . .) : s j = 0 or 1} with the metric ∞

|si − ti | , 2i i=0

d[s,t] = ∑

where t = (t0t1 . . .) ∈ Σ2 , and the shift map σ : Σ2 → Σ2 , such that σ (s) = (s1 s2 . . .). The map σ is continuous, card(Pern (σ )) = 2n , Per(σ ) is dense in Σ2 , and there exists a dense orbit in Σ2 . If we denote + + + + ' (   ' ( 1 1 1 1 1 1 1 1 1 1 1 1 I0 = 0, − − , A0 = − − , + − , I1 = + − ,1 . 2 4 μ 2 4 μ 2 4 μ 2 4 μ then I = I0 ∪ A0 ∪ I1 , Λ ⊂ I0 ∪ I1 , h(I0 ) = h(I1 ) = I, h(A0 ) ∩ I = 0. / Consider the itinerary of x, S(x) = (s0 s1 . . .), where s j = 0, if h j (x) ∈ I0 , and s j = 1, if h j (x) ∈ I1 . The function S(x) is a homeomorphism between Λ and Σ2 , and S ◦ h = σ ◦ S. That is, h and σ are topologically conjugate. Next, let us consider some useful properties of the elements of Π. We shall formulate and prove three very important consequences of the topological conjugacy of the symbolical dynamics and of the dynamics generated by the logistic map [98] in the following assertion. Despite their simplicity we have not find them in a appropriate literature. So, we decided to give the full proof of these assertions. Let J ⊆ R be an open interval. Introduce the following distance θ (t0 ) − θ (t1 ) J = sup θi (t0 ),θi (t1 )∈J

|θi (t0 ) − θi (t1 )|. One can read about the possible uses of this distance in [10].

Lemma 9.1. If μ > 4, then (a) for each θ (t0 ) ∈ Π, arbitrarily small ε > 0, and arbitrarily large positive number E there exists a periodical sequence θ (t1 ) ∈ Π such that |θ (t0 ) − θ (t1 )|J < ε , where J = (0, E); (b) there exists a sequence θ (t ∗ ) ∈ Π such that for each t0 ∈ Λ, and for arbitrarily small

ε > 0, and arbitrarily large positive number E there exists an integer m such that |θ (t0 ) − θ (t ∗ , m)|J < ε , where J = (0, E).

166

Nonlinear Hybrid Continuous/Discrete-Time Models

Proof. (a) Fix numbers t0 ∈ Λ, ε > 0, E > 0, and denote S(t0 ) = s0 = (s00 s01 . . .). Since S is a homeomorphism and Σ2 is compact, there exists a number δ > 0 such that |S−1 (s1 ) − S−1 (s2 )| < ε if d[s1 , s2 ] < δ , where s1 , s2 ∈ Σ2 . Next we define a periodic sequence s = (s0 s1 s3 . . .) from Σ2 to conform with ε and E. Take a number l ∈ N such that l > E and

1 2l−1

< δ . Assume that si = s0i , i = 0, 1, . . . , 2l − 1, and

si+2l = si , i ∈ Z. Consider the sequence κi (t0 ) = hi (t0 ), i  0. Since hi (t0 ) = S−1 ◦ σ i ◦ S, and d[σ i s0 , σ i s] < δ , i = 0, 1, . . . , l, we have that |hi (t0 ) − hi (S−1 (s)| < ε . So, if we denote t = S−1 (s) then |κi (t0 ) − κi (t)| < ε , i = 0, 1, . . . , l. In other words, θ (t0 ) − θ (t) J < ε , where J = (0, E). The assertion is proved. (b) Consider the sequence s∗ ∈ Σ2 such that s∗ =

01 | 00 0 0 1121 0 1 13 | . . . , 0123 1 element blocks 2 element blocks

that is s∗ is constructed by successively listing all blocks of 0 s and 1 s of length 1, then length 2, etc. The sequence s∗ is dense in Σ2 [98]. Denote t ∗ = S−1 (s∗ ). Let us fix t0 ∈ Λ,

ε > 0 and E > 0. Similar to the previous proof, fix a number δ > 0 such that |S−1 (s1 ) − S−1 (s2 )| < ε if d[s1 , s2 ] < δ , where s1 , s2 ∈ Σ2 . Take l ∈ N such that l > E + 1 and We can find a block of length 2l,

s∗m s∗m+1 . . . s∗m+2l

1 2l−1

< δ.

such that the i-th element of S(t0 ), i =

0, 1, . . . , 2l, is equal to s∗i+m . One can see that θ (t0 ) − θ (t ∗ , m) J < ε , where J = (0, E). The lemma is proved.



Since the sequence θ depends on t0 ∈ I, in (9.40) we shall denote the space of piecewise continuous PC (t0 , R), instead of PC (R). Let us fix an interval J ⊂ R, and t0 , t1 ∈ I. We shall say that a function ξ (t) ∈ PC (t0 , R) is ε -equivalent to a function ψ (t) ∈ PC (t1 , R) on J and write ξ (t)(ε , J)ψ (t) if θ (ts ) − θ (t p ) J < ε and ξ (t) − ψ (t) < ε for all t from  J such that t ∈ [θ p (t s ), θ p (t p )]. More information about topologies in the set θ p (ts ),θ p (t p )∈J

of discontinuous functions can be found in [8–10], [183, 278, 288]. Definition 9.6. We shall say that a bounded solution P(t) = P(t,t0 , P0 ), t0 ∈ Λ, of (9.40) is sensitive with respect to the initial data if there exist positive real numbers ε0 , ε1 such that for every δ > 0 one could find a pair (t1 , P1 ) ∈ Λ × Rn , |t0 − t1 | + P0 − P1 < δ , and an interval J1 in [t0 , ∞) of length not less than ε1 such that P1 (t) − P(t) > ε0 , t ∈ J1 , where P1 (t), P1 (t1 ) = P1 , is a bounded solution of (9.40), and there is no point of discontinuity of P1 (t) and P(t) in J1 . Definition 9.7. A bounded solution P(t) = P(t,t0 , P0 ), t0 ∈ Λ, t  ts , of (9.40) is called dense in the set of all bounded solutions which start on Λ if for each bounded solution

Blood pressure distribution

167

P1 (t) = P(t,t1 , P1 ), t1 ∈ Λ, of (9.40) and arbitrarily large positive number E there exist an interval J of length E and a real number s such that P(t + s)(ε , J)P1 (t). Definition 9.8. The set of all periodic solutions ξ (t,t0 ), t0 ∈ Λ, of (9.40) is called dense in the set of all bounded solutions which start on Λ if for each bounded solution P(t) = P(t,t1 ), t1 ∈ Λ, of (9.40) and each ε > 0, E > 0, there exists a periodic solution ξ (t) and an interval J ⊂ [t1 , ∞) with length E such that φ (t)(ε , J)P(t). Theorem 9.7. Assume that conditions (C1)–(C8) are fulfilled. Then there exists a dense in the sense of Definition 9.7 solution of (9.40). Proof. By Lemma 9.1 (b) there exists t ∗ ∈ Λ such that θ (t ∗ ) is dense in Π, such that for each t0 ∈ Λ, for arbitrarily small ε > 0, and arbitrarily large positive number E there exists a positive integer m such that |θ (t0 ) − θ (t ∗ , m)|J < ε , where J = (0, E). By Theorem 9.4 there exists a unique bounded solution ξ ∗ (t) = ξ (t,t ∗ ). Let us prove that ξ ∗ (t) is the dense solution. Consider an arbitrary solution ξ (t) = ξ (t,t0 ), t0 ∈ Λ, of (9.40). Then for t  0, we have that

ξs∗ (t + m) = e−ks (t+m−m) ξs∗ (m) +

t+m 

e−ks (t+m−u) gs (ξs (u) − ξ p (u))du +

m

∑

−ks (t+m−θi )

e

mθi
e−ks t ξs∗ (m) +

∑

t

e−ks (t−u) gs (ξs∗ (u + m) − ξ p∗ (u + m))du +

0 −ks (t+m−θi )

e

mθi
(Is + Js (ξs (θi ))) =

(Is + Js (ξs∗ (θi ))). (9.49)

Similarly,

ξ p∗ (t + m) = e−k p t ξ p∗ (m) +

t

e−k p (t−u) g p (ξs∗ (u) − ξ p∗ (u))du.

(9.50)

0

Moreover,

ξs (t) = e−ks t ξs (0) +

t

e−ks (t−u) gs (ξs (u) − ξ p (u))du +

0

ξ p (t) = e−k p t ξ p (0) +

t 0

e−k p (t−u) g p (ξs (u) − ξ p (u))du.

∑

0θi
e−ks (t−θi ) (Is + Js (ξs (θi ))),

(9.51)

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Nonlinear Hybrid Continuous/Discrete-Time Models

Now, using the last three formulas and using the B-equivalence technique, similarly to the proof of Theorem 9.6, we can find a number E1 sufficiently large so that there exists a subinterval J of J1 of length E such that ξ∗ (t + m) and ξ (t) are ε -equivalent on J. The 

theorem is proved. We shall need the following assumption. (C8) L <

Is e−ks . 16M

Theorem 9.8. Assume that conditions (C1)–(C8) are fulfilled. Then every bounded solution of (9.40) is sensitive with respect to the initial data. Proof.

Let S(t0 ) = s0 = (s00 , s01 , . . .). Fix a number t1 ∈ Λ such that S(t1 ) = s1 =

(s00 , s01 , . . . , s0n−1 , s1n , s0n+1 , s0n+2 , . . .), s1n = s0n , for some n > 0. We have that  1 n−i if 0  i  n, i 0 i 1 d[σ s , σ s ] = 2 0 if i > n. Take a positive number δ . Assume that n  8, it is an even number, and that it is sufficiently large so that |t0 − t1 | = |S−1 (s0 ) − S−1 (s1 )| < δ2 . Since S is a homeomorphism and the set Σ2 is compact, for a given i, 0  i  n, the set 1 di = {(s, s) ∈ Σ2 × Σ2 : d[s, s]  n−i } 2 is compact, and min |S−1 (s) − S−1 ( s)| = μi > 0,

(s, s)∈Pi

di+1 ⊆ di , μi+1  μi , 0  i < n. Fix i0 , i = i0 , i0 + 1. We also have that |κi (t0 ) − κi (t1 )| 

n 2

 i0 < n − 1. Then |κi (t0 ) − κi (t1 )| > μi0 if

4 1 − μ4 if 0  i < n.

Without loss of generality, assume that κi (t0 ) < κi (t1 ) for all i. Thus, there is a number k 4 among i0 , i0 + 1, such that κk (t1 ) − κk (t0 ) > μi0 and κk (t0 ) − κk−1 (t1 )  12 (1 − 1 − μ4 ). It is obvious that a solution is sensitive if its first coordinate is. Fix a solution P(t) = P(t,t0 ). We shall show that the constants ε0 , ε1 of Definition 9.6 can 4 −2ks be taken equal to ε0 = Is e 8 , ε1 = min{μi0 , 12 (1 − 1 − μ4 )}. Let us fix a solution P1 (t) = (Ps1 (t), Pp1 (t)), P1 − P0 < δ2 .

Below, we consider two alternative cases. Assume, first, that |Ps ((θk (t0 )) − Ps1 ((θk (t0 ))| < Is e−2ks 4 .

Then on the interval [θk (t0 ), θk (t1 )] Ps (t) = e−ks (t−θk (t0 )) Ps (θk (t0 )) +

t

θk (t0 )

e−ks (t−u) gs (Ps (s) − Pp (s))du+

Blood pressure distribution

169

e−ks (t−θk (t0 )) (Is + Js (Ps (θk (t0 )))), and Ps1 (t) = e−ks (t−θk (t0 )) Ps1 (θk (t0 )) +

t

e−ks (t−u) gs (Ps1 (s) − Pp1 (s))du.

θk (t0 )

Hence, |Ps (t) − Ps1 (t)|  |e−ks (t−θk (t0 )) (Is + Js (Ps (θk (t0 ))))|− e−ks (t−θk (t0 )) |Ps (θk (t0 )) − Ps1 (θk (t0 ))| −

t

e−ks (t−u) 2LMdu  ε0 .

θk (t0 )

In the case when |Ps (θk (t0 )) − Ps1 (θk (t0 ))| 

Is e−ks 4 ,

we consider the interval

[θk−1 (t1 ), θk (t0 )], where t

Ps (t) = e−ks (t−θk (t0 )) Ps (θk (t0 )) +

e−ks (t−u) gs (Ps (s) − Pp (s))du,

θk (t0 )

and Ps1 (t) = e−ks (t−θk (t0 )) Ps1 (θk (t0 )) +

t

e−ks (t−u) gs (Ps1 (s) − Pp1 (s))du.

θk (t0 )

Consequently, |Ps (t) − Ps1 (t)|  e−ks (t−θk (t0 )) |Ps (θk (t0 )) − Ps1 (θk (t0 ))| − 2LM  ε0 . The theorem is proved.



One must say that under the additional condition |g p (z1 ) − g p (z2 )|  |z1 − z2 |, z1 , z2 ∈ R, one can easily prove that a bounded solution is sensitive in the second coordinate, too. The next theorem can be proved similar to the verification of Theorem 9.7 using Bequivalence technique and Lemma 9.1 (a). Theorem 9.9. Assume that conditions (C1)–(C8) are fulfilled. Then the set of all periodic solutions ξ (t,t0 ), t0 ∈ Λ, of (9.40) is dense in the set of all bounded solutions. 9.3.6

Example

Hammel et all. [151] have given a computer-assisted proof that an approximate trajectory of the logistic map can be shadowed by a true trajectory for a long time. We can apply this result to make reliable the following simulations.

170

Nonlinear Hybrid Continuous/Discrete-Time Models

It is not easy task to find initial moments which can illustrate the chaos of a system, if μ > 4. For this reason we propose to consider values of parameter μ , which are not discussed, but they can help us demonstrate the chaotic nature of the considered initial value problem. We construct a simulation to show that the dynamics of blood pressure can exhibit sensitivity if

μ = 4, and intermittency for μ = 3.8282. Moreover, if μ = 4 we observe the chaos attractor by a stroboscopic sequence on R2 . Let the following system be given P0 = −2P0 − g1 (P0 − P1 ), P1 = −3P1 + g2 (P0 − P1 ), ΔP0 |t=θi = 0.5,

(9.52)

where θi = i + ξi , the sequence ξ is defined recursively, ξi = 4ξi−1 (1 − ξi−1 ), ξ0 = t0 , t0 ∈ [0, 1], i  0, g1 (u) = g2 (u) = l sin2 u, W (s) = 1 + s2 , if |s|  l. One can easily see that all the functions are Lipschitzian with a constant proportional to l. In what follows we assume that l = 10−4 . 1.4 1.2 1

P0

0.8 0.6 0.4 0.2 0 0

2

5

10

15

20

25 time t (a)

30

35

40

45

50

5

10

15

20

25 time t (b)

30

35

40

45

50

−3 x 10

P1

1.5

1

0.5

0 0

Fig. 9.3 Graphs of coordinates P0 (t), P1 (t) are in the blue, and of coordinates P0 (t), P1 (t) are red. The coordinates abruptly become significantly different when t is near 15, while coinciding for all t in the interval (t1 , 15).

Consider two solutions P(t) = (P0 , P1 ), P(t) = (P0 , P1 ), with initial moments t0 = 7/9 and

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171

t 0 = 7/9 + 3−12 , respectively. That is, we take the initial values close to each other, and, moreover, the solutions with identical initial values, P(t0 ) = P(t 0 ) = (0.005, 0.002). The graphs of the coordinates of these solutions (Figure 9.3) show that the solutions abruptly become different when t is between 15 and 20, despite being very close to each other for all t in the interval (t1 , 15). One can conclude that the phenomenon of sensitivity is numerically observable. Next, in Figure 9.4 the chaotic attractor is shown by using points P(n), n = 1, 2, 3, . . . , 75000, in P1 , P2 -plane. A more detailed, magnified, view of the attractor in Figure 9.5 is given. If one consider (9.52) with the sequence θi = i + ξi , ξi = 3.8282ξi−1 (1 − ξi−1 ), ξ0 = t0 , t0 ∈ [0, 1], i  0, then the phenomenon of intermittency, i.e. irregular switching between periodic and chaotic behavior, for a solution P(t) = (P0 , P1 ) can be observed in Figure 9.6. The coefficient’s value of 3.8282 is such that the logistic map admits intermittency [98].

Notes In this chapter we consider the dynamics of blood pressure, concentrating on the interaction between systemic arterial pressure and peripheric blood pressure. A system of impulsive differential equations is applied as a model. In Section 9.1 a simple two-dimensional model is considered. We find conditions of oscillations in different types: periodic, almost periodic, ε -oscillations with their asymptotic properties and positiveness. Apparently, ε -oscillations are introduced at first time in literature. In Subsection 9.1.3 we consider for the first time the regular behavior of systemic arterial pressure when the moments of jumps are not fixed, and a new jump occurs when the pressure value reaches a certain positive constant value. The bouncing ball [280] has dynamics similar to the model discussed in this section. In Section 9.2 we introduce a multidimensional system of differential equations the behavior of which solutions possesses several properties characteristic of the blood pressure distribution. The system is a compartmental model of the cardiovascular system. It admits a unique bounded solution such that all coordinates of the solution are separated from zero by positive numbers, and which is periodic, eventually periodic or almost periodic depending on the moments of heart contraction. The main result of Section 9.3 is the existence of Devaney’s chaos ingredients: sensitivity of solutions, transitivity, and existence of infinitely many periodic solutions, in the case, when generation of moments of discontinuity is defined as a special initial value problem. The

Nonlinear Hybrid Continuous/Discrete-Time Models

0.3 0

0.5

1

1.5

2

2.5

3

3.5

4

4.5

5

5.5

−4 x 10

0.1

0.2

P1−axis

0.4

0.5

0.6

172

P2−axis

Fig. 9.4 The chaotic attractor by a stroboscopic sequence P(n), 1  n  75000, is observable.

173

2.4

2.6

2.8

3

3.2

3.4

3.6

P2−axis

3.8

−4 x 10

0.28

0.3

0.32

0.34

P1−axis

0.36

0.38

0.4

0.42

0.44

Blood pressure distribution

Fig. 9.5 An enlargement of the small rectangular of Figure 9.4. The characteristic fine structure of the attractor begins to emerge.

174

Nonlinear Hybrid Continuous/Discrete-Time Models

0.16 0.14 0.12 0.1 0.08 0.06 0.04 0.02 0

0

20

40

60

80 time t

100

120

140

160

Fig. 9.6 Both coordinates P0 (t), P1 (t), which are in red and blue colors respectively, have intermittency bouts in the intervals (0, 20) and (90, 110).

method of chaos creation proposed in [16–20] is applied. In this section we have continued investigation of qualitative characteristics of the system (9.36), Section 9.2. We introduce a new initial boundary value problem for the system, and consider equation (9.40). The main modeling novelty, useful for applications, is that the moments of discontinuity are prescribed by the choice of the initial moment. Thus, the moment is an initial for the impulsive system, as well is an initial value for the discrete component of the hybrid system. Apparently, this assumption could be accepted as an appropriate deterministic condition for many real life processes. We have defined the complex discontinuous dynamics proving that sensitivity and transitivity, as well as existence of countable set of periodic solutions are proper for the set of solutions of the problem bounded on the whole real axes. Appropriate numerical simulations are provided. The chaotic attractor is observable. The main results of the chapter are published in [30–32].

Chapter 10

Integrate-and-fire biological oscillators

10.1

Introduction

In paper [262] C. Peskin develops the integrate-and-fire model of the cardiac pacemaker [181] to a population of identical pulse-coupled oscillators. Thus, it was proposed to consider a model of cardiac pacemaker, where signal of fire arises not from an outside stimuli, but in the population of cells itself. Then, the well known conjectures of selfsynchronization were formulated. Solution of these conjectures for identical oscillators [216, 262], and a wide discussion of the subject stimulated mathematicians as well as biologists for the intensive investigations in the field [60,109,122,188,222,285,296,298,299]. It is natural that the problem has been considered in the more general form. In [216] the method of phase diagrams effectively is used to discuss the models. In the paper [24] we suggest a special map, which helped us to solve the synchronization problem for nonidentical oscillators. A version of the model is considered such that perturbations can be evaluated still to save the synchronization. One has to say that the collective behavior of biological and chemical oscillators is a fascinating topic that has attracted a lot of attention in the last 50 years [61, 62, 95], [106–108], [109, 122–124, 127, 129, 130, 152, 163–165, 184, 187, 203, 216, 259, 296, 300, 301, 331, 332]. An exceptional place in the analysis belongs to synchronization, which in its general sense is understood as phase locking, frequency locking, and synchrony itself, that is motion in unison [62,106], [63,108,109,122–125,127,129,130,152,163–165,184,187,203,216,259, 260, 266, 296, 300, 301, 331, 332]. It was conjectured in [262] that the cardiac pacemaker model self-synchronizes such that: (C1) For arbitrary initial conditions, the system approaches a state in which all the oscillators are firing synchronously. (C2) This remains true even when the oscillators are not quite identical. 175

176

Nonlinear Hybrid Continuous/Discrete-Time Models

The conjecture (C1) is solved in [262] for a system with two oscillators, and in [216] for the generalized model of two and more oscillators. The last paper gave start to an intensive and productive investigation of the problem and its applications [60,109,122,188,222,285, 296, 298, 299]. As far as we know the conjecture (C2) remains unsolved. Even a developed non-identity concept has not been found in the literature. Nowadays, the conjectures are developed in relation to real world questions, biological ones in particular. Let us mention some of such problems important for our paper. (i) What differences may exist between non-identical oscillators to still allow for synchronization? (ii) What will be changed in the dynamics if one replaces all-to-all coupling with more local interactions? (iii) Is the dynamics is affected by the choice of pulse strengths? (iv) Do continuous or piece-wise continuous couplings synchronize the model? (v) Will the synchrony of firing in unison be achieved if the coupling effect delays? In the present analysis we address questions (i), (iii). Results, that concern questions (iv), (v) are considered in our papers [22,23]. In the present chapter we generalize the model, and propose a version of non-identity. The model is considered such that perturbations save the synchronization. These oscillators are not only pulse-coupled, but connected during the time between moments of firing. That is, the modeling differential equations are not separated. One can see that this approach may provide more biological sense to this theory. The chapter consists of main results, simulations and discussion of possible extensions. The main role in our analysis is played by a specially defined map. It is not a Poincar´e map, since it transforms the coordinate of one oscillator to that of another, and the two interchange roles in the course of the mapping. If there are more than two oscillators, they are used in pairs to shape the map with the interference of other oscillators acting as perturbation. The difficulties arising due to the perturbations of the identity are solved with a technique that was developed for differential equations with discontinuities at non-fixed moments [12, 39, 99, 113, 192]. The main object of the present investigation is an integrate-and-fire model, which consists of n non-identical pulse-coupled oscillators, xi , i = 1, 2, . . . , n. If the system does not fire the oscillators satisfy the following equations xi = f (xi ) + φi (x).

(10.1)

The domain consists of all points x = (x1 , x2 , . . . , xn ) such that 0  xi  1 + ζi (x) for all i = 1, 2, . . . , n. When the oscillator x j increases from zero, and meets the surface such that

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177

x j (t) = 1+ ζ j (x(t)), then it fires, x j (t+) = 0. This firing changes the values of all oscillators with i = j,  xi (t+) =

0, if xi (t) + ε + εi  1 + ζi (x), xi (t) + ε + εi , otherwise.

(10.2)

Thus, it is assumed that if xi (t)  1 + ζi (x) − ε − εi , then the oscillator fires, too. It is assumed also that there exist positive constants μi and ξi such that |φi (x)| < μi and |ζi (x)| <

ξi , for all x and i. In what follows, we call the real numbers ε , μi , ξi , εi , parameters, assuming the first one is positive. Moreover, constants ξi , εi , μi , will be called parameters of perturbation. If all of them are zeros, then the model of identical oscillators is obtained. We assume that ε + εi > 0. That is, an exhibitory model is under discussion. The function f is positive valued and lipschitzian. Moreover, assume that ζi are continuous and φi are locally Lipschitzian for all i. The coupling in the model is all-to-all such that each firing elicits jumps in all non-firing oscillators. If several oscillators fire simultaneously, then other oscillators react as if just one oscillator fires. In other words, any firing acts only as a signal which abruptly provokes a change of state. The intensity of the signal is not important, and pulse strengths are not additive. A system of oscillators is synchronized if all of them fire in unison. In the present analysis we address synchronization as well as the existence of periodic solutions. Results that concern continuous and delayed couplings are considered in [22,23]. We believe that the approach proposed in this chapter will be useful for the investigation of a wide range of problems, focusing not only on synchrony and pulse-couplings, but also phase locking, frequency locking of systems, families of oscillators with continuous couplings. The method can be used to analyze inhibitory models as well as to evaluate the effects of coupling time deviations. Moreover, the model is suitable for the investigation of the existence of quasi-periodic and almost periodic motions. In the last section of the chapter delayed pulse-couplings are discussed.

10.2

The prototype map

In this section we shall define the map, which is the basic instrument of our investigation. It is constructed for a model more general, than is needed for this chapter, to be the basis for future investigations. Let us consider two identical oscillators, x1 (t), x2 (t), t  0, which satisfy the following

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Nonlinear Hybrid Continuous/Discrete-Time Models

differential equations xi = f (xi ),

(10.3)

where 0  xi  1, i = 1, 2. When the oscillator x j fires at the moment t such that x j (t) = 1, x j (t+) = 0, then the value of another oscillator with i = j, changes so that  0, if xi (t) + ε  1, xi (t+) = xi (t) + ε , otherwise.

(10.4)

Denote by u(t, 0, u0 ), the solution of the equation u = f (u),

(10.5)

such that u(0, 0, u0 ) = u0 . Assume that the solution exists, is unique and continuable to the threshold for all u0 . Consider the solution u(t) = u(t, 0, v + ε ) of (10.5). Denote by s(v) the moment when u(s) = 1, and define the function L(v) = u(s, 0, 0) on (0, 1 − ε ). The following conditions will be needed throughout the chapter: (A1) L(v) is a strictly decreasing continuous function; (A2) η = limv→0+ L(v) > 1 − ε ; (A3) limv→1−ε L(v) = 0. Conditions (A1), (A3) are valid, if, for example, f is a positive and Lipschitzian function. Another case will be considered in Example 10.3. It is obvious that there exists a unique fixed point, v∗ , L(v∗ ) = v∗ . Now, define a map L : [0, 1] → [0, 1], such that ⎧ ⎪ ⎪ ⎨ L(v), if v ∈ (0, 1 − ε ), L(v) =

η, ⎪ ⎪ ⎩ 0,

if v = 0,

(10.6)

if v ∈ [1 − ε , 1].

This newly defined function is continuous on [0, 1]. The sketch of its graph is shown in Figure 10.1. The graph of the map is in red. To make the following discussion constructive consider the sequence of maps Lk (v), k = 1, 2, . . . , where Lk (v) = L(Lk−1 (v)) if k  2. Their graphs with k = 1, 2, 3 are shown in Figure 10.2. The graphs of L, L2 and L3 in red, blue and green respectively. Denote a0 = 0, a1 = 1 − ε , a2 = L−1 (1 − ε ), a3 = (L2 )−1 (1 − ε ), . . . . The sequence can be obtained also through iterations a0 = 0, a1 = 1 − ε , ak+1 = L−1 (ak ), k = 1, 2, . . . , which are seen in Figure 10.1.It is clear that the sequences a2i and a2i+1 are monotonic, increasing and decreasing respectively. One can verify existence of a fixed point v∗∗  v∗ of the map L2 (v) such that v = L(v∗∗ )  v∗ , and there are no fixed points of L2 in (0, v∗∗ ). Moreover,

Integrate-and-fire

179

1 η

1− ε

Q

a0

a2

a4

v∗∗

v∗

v

a3 a1

1

Fig. 10.1 The graph of function w = L(v), in red, and the period−2 orbit in blue. The points a0 = 0, a1 = 1 − ε , ak+1 = L−1 (ak ), k = 1, 2, 3. (Color online)

a2i → v∗∗ and a2i+1 → v as i → ∞. In the case v∗∗ = v∗ , there is no non-trivial period−2 points of L. In Figure 10.1 the period−2 orbit in blue. Let us show how iterations of L can be useful for the investigation of synchronization. Consider a motion (x1 (t), x2 (t)) and a firing moment t0  0 such that x1 (t0 ) = 1, x1 (t0 +) = 0, x2 (t0 +) = v, v ∈ [0, 1]. Lemma 10.1. Motion (x1 (t), x2 (t)) synchronizes if and only if there exists a number k such that 1 − ε  Lk (v)  1. Proof. Let us consider only necessity, since sufficiency is obvious. We shall consider the following two cases: (α ) 0  v < 1 − ε ; (β ) 1 − ε  v  1. (α ) It is clear that the couple does not synchronize at the moment t = t0 . While it is not in synchrony, there exists a sequence t0 < t1 < . . . , such that x1 fires at moments ti with even i and x2 fires at ti with odd indexes. Set vi = x1 (ti ) if i is odd, and vi = x2 (ti ) if it is even. Use the definition of L and identity of oscillators to obtain that vi+1 = L(vi ), i  1. This demonstrates that map L evaluates alternatively the sequence of values x1 and x2 at firing moments.

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Nonlinear Hybrid Continuous/Discrete-Time Models

1 η

1− ε 3

L

L 2

L

a0

a2

v∗∗

v∗

a3 a1

1

Fig. 10.2 The graphs of L, L2 and L3 in red, blue and green respectively. (Color online)

The pair synchronizes eventually if and only if there exists k  1 such that x1 (t) = x2 (t), if t  tk , and x1 (t) = x2 (t), for t > tk . Both oscillators have to fire at tk . That is, 1 − ε  vk < 1. (β ) Consider 1 − ε  v < 1, as the case v = 1 is primitive. We have that t0 is a common firing moment of both x1 and x2 , and it is the synchronization moment. Moreover, 1 − ε < L2 (x2 (t1 )) = η < 1. The lemma is proved.



Thus, it is confirmed that the analysis of synchronization is fully consistent with the dynamics of the introduced map L(v) on [0, 1], and, therefore, L can be used as a valuable tool in further investigation of the topic. Let us consider the rate of synchronization. We solve the problem by indicating initial points which synchronize after precisely k, k  0, iterations of the map. Denote by Sk the region in [0, 1], where points v are synchronized after k iterations of map L. One can see that S0 = [1 − ε , 1], S1 = [a0 , a2 ], and Sk = (ak−1 , ak+1 ], if k  3, is an odd positive integer, and Sk = [ak+1 , ak−1 ), if k  2, is an even positive integer. From the discussion made above it follows that the closer v is to v∗∗ from the left or to v from the right, the later is the moment of synchronization.

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181

Denote by T the natural period of oscillators, that is, the period, when there are no couplings, and by T the time needed for solution u(t, 0, v∗ ) of (10.5) to achieve threshold. Since each oscillator necessarily fires within any interval of length T and the distance between two firing moments of an oscillator are not less than T, on the basis of the above discussion, the following assertion is valid. Theorem 10.1. Assume that conditions (A1)–(A3) are valid, and t0  0 is a firing moment such that x1 (t0 ) = 1, x1 (t0 +) = 0. If x2 (t0 +) ∈ Sm , m is a natural number, then the couple x1 , x2 synchronizes within the time interval [t0 + m T,t0 + mT ]. 2

One can easily see that whenever condition (A2) is not valid, the system does not synchronize. Example 10.1. Consider the integrate-and-fire model of two identical oscillators x1 , x2 , with the differential equations xi = x2i + c,

(10.7)

where i = 1, 2, and c is a positive constant. It is known [123] that the canonical type I phase model [107] can be reduced by a transformation to the form u = u2 + c.

(10.8)

This time we investigate the model with the pulse-coupling. Since the two equations are identical, we shall consider a solution u(t) of equation (10.8)   ε  √ √ to construct map L. We have that u(t, 0, v + ε ) = c tan ct + arctan v+ and c    √ v+ε c tan cs + arctan √ = 1. (10.9) c √ Next, u(s, 0, 0) = c tan(cs), and by applying (10.9) we find that 1−v−ε , c+v+ε  if v ∈ (0, 1 − ε ), and the fixed point is equal to v∗ = (c + ε /2)2 + c(1 − ε ) − (c + ε /2). L(v) = c

Evaluate L(0) = c

1−ε c+ε

to see that L(0) < 1 − ε , and condition (A2) is not valid. Moreover, one can verify that L (v) < 0. Thus, we obtain that the couple does not synchronize, and our simulations confirm this.

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Nonlinear Hybrid Continuous/Discrete-Time Models

Example 10.2. Consider the following integrate-and-fire model of two identical oscillators, x1 , x2 , with the differential equations xi = S − γ xi ,

(10.10)

where i = 1, 2, positive constants S, γ satisfy κ = Sγ > 1. One can find that u(t, 0, v + ε ) = (v + ε )e−γ t + κ (1 − e−γ t ) and u(s, 0, 0) = κ (1 − e−γ s ). The last two expressions imply that L(v) = κ if 0 < v < 1 − ε .

1 − (v + ε ) , κ − (v + ε )

(10.11)

There is a unique fixed point of L and L2 , and it is equal to 9 ε ε2 ∗ v = κ− − κ2 − κ + . (10.12) 2 4 ε Finally, L(0) = κ κ1− −ε > 1 − ε . That is, all conditions of the last theorem are valid, and the assertion in [262] is proved. Remark 10.1. Map L is similar to that in [262], but the argument here is a coordinate before a jump, while in the paper the argument is a coordinate after a jump. This difference is not a critical one. The most important point is that C. Peskin uses it only as an auxiliary device to build the Poincar´e map. We use L itself as the main map, with a newly defined continuous extension, which simplifies the discussion in this section and throughout our investigation. We revisit the problem of two identical oscillators, since L is the prototype map in our analysis. In addition to the main synchronization result, regions with equal time of synchronization are indicated, and the value of the fixed point, v∗ , is evaluated. Example 10.3. Consider the following system of integrate-and-fire and pulse-coupled oscillators, x1 , x2 , such that x1 = f (x1 ), x2 = f (x2 ), where f (s) =

⎧ ⎪ ⎪ ⎨ 4 − 3s

if 0 < s  1/3;

if 1/3 < s  2/3; ⎪ ⎪ ⎩ 4 − 3(s − 2/3) if 2/3 < s  1. We have found that map L for this system exists and is equal to ⎧ 2 − 3v − 3ε 1 ⎪ ⎪ 2 if 0 < v  − ε ; ⎪ ⎪ 4 − 3v − 3 ε 3 ⎪ ⎨ 1 2 L(v) = 1 − v − ε if − ε < v  − ε ; ⎪ 3 3 ⎪ ⎪ ⎪ ⎪ ⎩ 4 1 − v − ε if 2 − ε < v  1. 3 2−v−ε 3 3

(10.13)

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183

One can check that conditions (A1)–(A3) are fulfilled for this map. Moreover, the fixed points are equal to v∗ = (1 − ε )/2, v∗∗ = 1/3 and v = 2/3 − ε . Finally, all the motions, which start outside of the periodic trajectory synchronize eventually, and all of them are periodic inside the trajectory. The last example shows that the assumptions for the map L, including the existence of the non-trivial period−2 motion, can be realized for even the differential equations with discontinuous right-hand side. Moreover, in future investigations one can consider isolated periodic solutions, stable or unstable. The theoretical consequences of this research are clear, if one uses the mappings theory, but construction of examples requires additional time. Example 10.4. Consider the model of two integrate-and-fire identical oscillators, x1 , x2 , which are pulse-coupled and x1 = S − γ x1 + β x2 , x2 = S − γ x2 + β x1 ,

(10.14)

where constants S, γ and β are positive numbers. One can easily see that the system is the extended Peskin’s model in Example 10.2. The terms with coefficient β are newly introduced in the system. They reflect the permanent influence of the partners during the process. Eigenvalues associated to (10.14) are λ1 = −γ + β and λ2 = −γ − β . We suppose that β is small so that both eigenvalues are negative. Moreover, it is assumed κ = S/γ > 1. Then, κ1 = −S/λ1 > 1 if β is sufficiently small. The solution of system (10.14) with value (0, v + ε ) at t = 0, is equal to

   1  λ1 t e − eλ2 t (v + ε ) − κ1 eλ1 t − 1 , 2    1  λ1 t u2 (t) = e + eλ2 t (v + ε ) − κ1 eλ1 t − 1 . 2 By using these expressions one can obtain the equation    1  λ1 s e + eλ2 s (v + ε ) + κ1 1 − eλ1 s = 1, 2 and construct L(v) = 1 − (v + ε )eλ2 s . Map L is too complex to analyze for properties (A1)– u1 (t) =

(A3). That is why we will compare this model with the couple in Example 10.2. The last ε two equations imply L(0) = κ κ1− −ε > 1 − ε , if β = 0 and v = 0. That is, if β is sufficiently

small, then condition (A2) is valid. We have found, also, by direct evaluations that the derivative L (v) is negative if S and β are sufficiently large and small respectively. That is, condition (A1) is fulfilled. It is easy to verify that condition (A3) is also correct.

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Nonlinear Hybrid Continuous/Discrete-Time Models

Now, using the continuity theorem in parameters [88, 153], one can find that map L may admit a period−2 point only if the orbit is as close to the fixed point v∗ of Example 10.2 as

β is small. Consequently, the measure of the set of points, which can not be synchronized diminishes as β → 0. This result is a new one. In previous papers the differential equations were separated.

10.3

Non-identical oscillators

Consider the model of n non-identical oscillators given by relations (3.1) and (10.2). The domain of this model consists of points x = (x1 , x2 , . . . , xn ) such that 0  xi  1 + ζi (x) for all i = 1, 2, . . . , n. Fix two of the considered oscillators, let us say, x and xr . Lemma 10.2. Assume that condition (A2) is valid, and t0  0 is a firing moment such that x (t0 ) = 1 + ζ (x(t0 )), x (t0 +) = 0. If parameters are sufficiently close to zero, and absolute values of parameters of perturbation sufficiently small with respect to ε , then the couple x , xr synchronizes within the time interval [t0 ,t0 + T ] if xr (t0 +) ∈ [a0 , a1 ) and within the time interval [t0 + m−1 T,t0 + (m + 1)T ], if xr (t0 +) ∈ Sm , m  1. 2

Proof. Denote by x(t) = (x1 (t), x2 (t), . . . , xn (t)), the motion of the oscillator. If 1 +

ζr (x(t0 )) − ε − εr  xr (t0 )  1 + ζr (x(t0 )), then these two oscillators fire simultaneously, and we only need to prove the persistence of synchrony which will be done later. So, fix another oscillator xr (t) such that 0  xr (t0 ) < 1 + ζr (x(t0 )) − ε − εr . While the pair does not synchronize, there exists a sequence of moments 0 < t0 < t1 < · · · , such that oscillator x fires at ti with even i, and xr fires at ti with odd i. For the sake of brevity let ui = x (ti ), i = 2 j + 1, ui = xr (ti ), i = 2 j, j  0. In what follows we shall evaluate the difference ui+1 − L(ui ). Let us fix an even i and ui = xr (ti ). If the parameters are sufficiently small, then there are k  n − 2 distinct firing moments of the motion x(t) on the interval (ti ,ti+1 ). Denote by ti < θ1 < θ2 < · · · < θk < ti+1 , the moments of firing, when at least one of the coordinates of x(t) fires, and v(t,t0 , v0 ) the solution of the equation (3.1) with v(t0 ,t0 , v0 ) = v0 . We have that xr (θ1 ) = xr (ti ) + ε +

 θ1

where x(t) = v(t,ti , x(ti +)), xr (θ2 ) = xr (θ1 ) + ε +

ti

 θ2 θ1

f (xr (s))ds +

 θ1

f (xr (s))ds +

ti

φr (x(s))ds,

 θ2 θ1

φr (x(s))ds,

(10.15)

(10.16)

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185

where x(t) = v(t, θ1 , x(θ1 +)), ........................... xr (ti+1 ) = xr (θk ) + ε +

 ti+1 θk

f (xr (s))ds +

 ti+1 θk

φr (x(s))ds,

(10.17)

where x(t) = v(t, θ1 , x(θk +)). The moment ti+1 satisfies 1 + ζr (x(ti+1 )) − ε − εr  xr (ti+1 )  1 + ζr (x(ti+1 )).

(10.18)

Similarly to the expressions for xr one can obtain x (θ1 ) =

 θ1 ti

f (x (s))ds +

x (θ2 ) = x (θ1 ) + ε +

 θ2 θ1

 θ1 ti

φ (x(s))ds,

f (x (s))ds +

 θ2 θ1

φ (x(s))ds,

........................... x (ti+1 ) = x (θk ) + ε +

 ti+1 θk

f (x (s))ds +

 ti+1 θk

φ (x(s))ds.

(10.19)

Formulas (10.15) to (10.19) define ui+1 = x (ti+1 ). Similarly one can evaluate the number for odd i. Let us now find the value of L(ui ). With this aim, evaluate

φ (t i+1 ) = xr (ti ) + ε +

 t i+1 ti

f (φ (s))ds,

(10.20)

where t i+1 satisfies φ (t i+1 ) = 1, and

ψ (t i+1 ) =

 t i+1 ti

f (ψ (s))ds,

(10.21)

to find that L(ui ) = ψ (t i+1 ). Next, we will show that the difference ui+1 − L(ui ) is small if the parameters are small. First, one can find

φ (t) − xr (t) =

 t ti

[ f (φ (s)) − f (xr (s))]ds −

 t ti

φr (x(s))ds,

(10.22)

for t ∈ [ti , θ1 ]. Then, by applying the Gronwall-Bellman Lemma one can easily see |φ (θ1 ) − xr (θ1 )|  μr (θ1 − ti )e(θ1 −ti ) ,

(10.23)

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Nonlinear Hybrid Continuous/Discrete-Time Models

where  is the Lipschitz constant of f . Next, we have |φ (θ2 ) − xr (θ2 )|  [μr (θ1 − ti )e(θ1 −ti ) + μr (θ2 − θ1 ) + ε ]e(θ2 −θ1 ) ,

(10.24)

if t ∈ [θ1 , θ2 ]. Without loss of generality, assume that ti+1 > t i+1 . Proceeding the evaluations made above, we can obtain |1 − xr (t i+1 )| = |φ (t i+1 ) − xr (t i+1 )| = φ1 (ε , μr ), where k−1

Φ1 (ε , μr ) ≡ μr [(θ1 − ti )e(t i+1 −ti ) + ∑ (θ j+1 − θ j )e(t i+1 −θ j ) + j=1

(t i+1 − θk )e(t i+1 −θk ) ] + ε

k

∑ e(t i+1 −θ j ) .

j=1

There are positive numbers μ and M, which satisfy μ  f (s)  M, if 0  s  1 + maxi ξi . One can request the following inequality: maxi=1,...,n μi < μ . We have that |xr (ti+1 ) − xr (t i+1 )|  |1 − xr (ti+1 )| + |1 − xr (t i+1 )|  φ1 (ε , μr ) + ξr . Consequently, |ti+1 − t i+1 | <

Φ1 (ε , μr ) + ξr ≡ φ2 (ε , μr , ξr ). μ − μr

By applying (10.19) and (10.21), making similar evaluations for (10.23) and (10.24) one can find |ψ (t i+1 ) − x (t i+1 )|  φ1 (ε , μ ). Then, we have that |ui+1 − L(ui )| = |ψ (t i+1 ) − x (ti+1 )|  |ψ (t i+1 ) − x (t i+1 )| + |x (ti+1 ) − x (t i+1 )|, and, consequently, |ui+1 − L(ui )|  φ (ε , μr , μ , ξr ),

(10.25)

where Φ ≡ φ1 + φ2 (M + μr ). It is obvious that Φ tends to zero as the parameters do. This convergence is uniform with respect to u0 . We can also vary the number of points θi and their location in the intervals (t j ,t j+1 ) between 0 and n − 1. The convergence also is indifferent with respect to these variations. Consider the sequence of inequalities |ui − Li (u0 )|  |ui − L(ui−1 )| + |L(ui−1 ) − L(Li−1 (u0 ))|, i = 1, 2, . . . . Then recurrently, by applying continuity of L, (10.25) and Lm (u0 ) ∈ [1 − ε , 1], conclude that either 1 + ξr − ε − εr  um < 1 + ξr or 1 + ξ − ε − ε  um+1 < 1 + ξ , if the parameters are sufficiently close to zero, and absolute values of the parameters of perturbation

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187

are sufficiently small with respect to ε . Both of these inequalities bring the pair to synchronization. Since each of the iterations of the map L happens within an interval with length not more than T, we obtain that couple x , xr synchronizes no later than t = t0 + (m + 1)T. Similarly, the couple synchronizes not earlier than t = t0 + m−1 T. 2

If two oscillators x and xr are non-identical and fire simultaneously at a moment t = θ , how will they retain the state of firing in unison, despite being different? To find the required conditions, let us denote by τ , τ > θ a moment when one of them, let’s say xr , fires. We have that x (θ +) = xr (θ +) = 0. Then x (t) = xr (t), θ  t  τ . It is clear that to satisfy x (τ +) = xr (τ +) = 0, we need 1 + ζ (x(τ )) − ε − ε  x (τ ). By applying formula (10.18) again, this time with ti = θ ,ti+1 = τ , one can easily obtain that the inequality is correct if parameters are close to zero, and absolute values of the parameters of perturbation are sufficiently small with respect to ε . Thus, one can conclude that if a couple of oscillators is synchronized at some moment of time then it persistently continues to fire in unison. The 

lemma is proved.

Remark 10.2. The last lemma not only plays an auxiliary role for the next main theorem, but can also be considered a synchronization result for the model of two non-identical oscillators. Let us extend the result of the lemma for the whole ensemble. Theorem 10.2. Assume that condition (A2) is valid, and t0  0 is a firing moment such that x j (t0 ) = 1 + ζ j (x(t0 )), x j (t0 +) = 0. If the parameters are sufficiently close to zero, and absolute values of parameters of perturbation are sufficiently small with respect to ε , then the motion x(t) of the system synchronizes within the time interval [t0 ,t0 + T ], if xi (t0 +) ∈ [a0 , a1 ), i = j, and within the time interval [t0 + 1 (maxi = j ki − 1)T,t0 + (maxi = j ki + 1)T ], 2

if there exist xs (t0 +) ∈ [a0 , a1 ) for some s = j and xi (t0 +) ∈ Ski , i = j. Proof. Consider the non-trivial case. Applying the last lemma we can see that each pair (x j , xi ), i = j, synchronizes within [t0 + 1 (maxi = j ki − 1)T,t0 + (maxi = j ki + 1)T ]. The the2



orem is proved. Now, replace coupling (10.2) by  xi (t+) =

0

if xi (t) + ε + εi  1 + ζi (x),

xi (t) + ε + εi otherwise,

(10.26)

where ε , ε + εi > 0, is a new parameter, independent of ε . Consider system (3.1) with (10.26). One can find that the following assertion is valid.

188

Nonlinear Hybrid Continuous/Discrete-Time Models

Theorem 10.3. Assume that condition (A2) is valid, and t0  0 is a firing moment such that x j (t0 ) = 1 + ζ j (x(t0 )), x j (t0 +) = 0. If parameters ε , μi , ξi , εi , are sufficiently close to zero, then the motion x(t) of the system synchronizes within the time interval [t0 ,t0 + T ], if xi (t0 +) ∈ [a0 , a1 ), i = j, and within the time interval [t0 + 1 (maxi = j ki − 1)T, 2

t0 + (maxi = j ki + 1)T ], if there exist xs (t0 +) ∈ [a0 , a1 ) for some s = j and xi (t0 +) ∈ Ski , i = j. We can see that (10.26) changes the style of interaction in the model. It depends on distance of oscillators to thresholds. We use this to introduce delay and continuous couplings in papers [22] and [23], respectively. To illustrate Theorem 10.2, consider a group of oscillators, xi , i = 1, 2, . . . , 100, with random uniform distributed start values in [0, 1]. It is supposed that they satisfy the equations xi = (3 + 0.01 μ i ) − (2 + 0.01ζ i )xi . The constants μ i , ζ i , as well as ξ i in the thresholds 1 + 0.005ξ i , i = 1, 2, . . . , 100, are uniform random distributed numbers from [0, 1]. In Figure 10.3 one can see the result of simulation with ε = 0.08, where the state of the system is shown before the first, twenty first, forty second and sixty third firing of the system. The flat sections of the graph are groups of synchronized oscillators. So, it is obvious that

state of the system

eventually the model shows synchrony.

1

1

0.8

0.8

0.6

0.6

0.4

0.4

0.2

0.2

0 0

20

40

60

80

100

0 0

1

1

0.8

0.8

0.6

0.6

0.4

0.4

0.2

0.2

0 0

20

40

60

80

100

0 0

20

40

60

80

100

20

40

60

80

100

oscillators

Fig. 10.3 The state of the model before the first, twenty first, forty second and sixty third firing of the system. The flat sections of the graph are groups of synchronized oscillators. (Color online)

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189

Let us describe a more general system of oscillators such that Theorem 10.2 is still true. A system of n oscillators is given, such that if i-th oscillator does not fire or jump up, then it satisfies the i-th equation of system (3.1). If several oscillators xis , s = 1, 2, . . . , k, fire so that xis (t) = 1 + ζis (x) and xis (t+) = 0, then all other oscillators xi p , p = k + 1, k + 1, . . . , n, change their coordinates by the law ⎧ k ⎪ ⎪ 0 if xi p (t) + ε + ∑ εi p is  1 + ζi p (x), ⎨ s=1 xi p (t+) = k ⎪ ⎪ ⎩ xi p (t) + ε + ∑ εi p is otherwise. s=1

One can easily see that the last theorem is correct for the model just described, if ε + ∑ks=1 εi p is > 0, for all possible k, i p and is . Remark 10.3. The analysis of non-identical oscillators with non-small parameters may shed light on the investigation of arrhythmias, chaotic flashing of fireflies, etc. Namely, the dynamics in the neighborhood and inside the periodic trajectory, Q in Figure10.1, can be very complex. We do not exclude the possibility of chaos and fractals [298]. Bifurcation of periodic solutions can be discussed, if the parameters are small. 10.4

The Kamke condition

In this section we consider an integrate-and-fire model with a new type of continuous connection. We believe that models of identical oscillators with more general differential equations, x1 = g(x1 , x2 , . . . , xn ), x2 = g(x2 , x3 , . . . , x1 ), ......... xn = g(xn , x1 , . . . , xn−1 ),

(10.27)

where 0  xi  1, i = 1, 2, . . . , n, are of both theoretical and applied interest. The positive valued function g(y1 , y2 , . . . , yn ) in (10.27) is continuously differentiable and indifferent with respect to permutations of coordinates y2 to yn . When the oscillator x j fires at the moment t such that x j (t) = 1, x j (t+) = 0, then the value of an oscillator with i = j, changes so that  0 if xi (t) + ε  1, xi (t+) = xi (t) + ε otherwise.

(10.28)

190

Nonlinear Hybrid Continuous/Discrete-Time Models

Consider the cone Rn+ ⊂ Rn of all vectors with nonnegative coordinates. Introduce a partial order in the cone such that a  b if ai  bi , i = 1, 2, . . . , n, [290]. We say that function g is of type K in Rn+ if a  b implies that g(a)  g(b). The sufficient condition for that is

∂ g(y) ∂ yi

 0, i = 1.

Let u(t,t0 , u0 ) and u(t,t0 , u1 ), u0 , u1 ∈ Rn+ , be solutions of (10.27). If g is of type K , then [179, 290] the dynamics of (10.27) is monotone for t  0. That is, u(t, 0, u0 )  u(t, 0, u1 ), if u0  u1 . Consider first the model of two oscillators. Define the map L for this system in the following way. Take the solution u(t) = u(t, 0, (0, v + ε )) = (u1 , u2 ). Denote by s(v) the moment when u2 (s) = 1, and define the function L(v) = u1 (s) on (0, 1 − ε ). Then define map L through (10.6). Let us check if conditions (A1), (A3) are valid for this map. Indeed, the continuity of L is obvious. It is non-increasing since the monotonicity. Assume that there exist numbers v1 , v2 ∈ (0, 1 − ε ) such that v1 < v2 and s = s(v1 ) = s(v2 ). Then, we have a contradiction as the open interval (v1 , v2 ) is mapped to the closed set {1}. That is, L satisfies (A1). Condition (A3) is easily verifiable. Now, one can determine sets Si , similarly to that in Section 10.1, and prove that the following theorem is valid. Theorem 10.4. Assume that g is of K type, (A2) is valid, and t0  0 is a firing moment such that x1 (t0 ) = 1, x1 (t0 +) = 0. If x2 (t0 +) ∈ Sm , m is a natural number, then the couple x1 , x2 synchronizes within the time interval [t0 + m T,t0 + mT ]. 2

We have, moreover, that, if g is of K type and (A2) is not true then the system does not synchronize. Consider the multidimensional system of oscillators. Introduce the function G(y, z) ≡ g(y, z, z, . . . , z), and define the integrate-and-fire model of two identical oscillators y and z with the following system of differential equations y = G(y, z), z = G(y, z).

(10.29)

Denote by u = (y, z), u(t) = u(t, 0, (0, v + ε )), the solution of (10.29), and by s(v) the moment when z(s) = 1. Next, define the function L(v) = y(s) on (0, 1 − ε ). Then map L can be defined by (10.6) as well as correspond sets Si . By applying the monotonicity of the dynamics, one can prove the following assertion, in a way very similar to that of Theorem 10.2.

Integrate-and-fire

Theorem 10.5. Assume that 0 

191 ∂ g(y) ∂ yi

< η , i = 1, condition (A2) is valid, and t0  0 is a

firing moment such that x j (t0 ) = 1, x j (t0 +) = 0. If parameter η is sufficiently small then the motion x(t) of the system synchronizes within the time interval [t0 ,t0 + T ], if xi (t0 +) ∈ S0 , i = j, and within the time interval [t0 + 1 (maxi = j ki − 1)T,t0 + (maxi = j ki + 1)T ], if there 2

exist xs (t0 +) ∈ [a0 , a1 ) for some s = j and xi (t0 +) ∈ Ski , i = j. Example 10.4 shows that the analysis of the map L for Theorems 10.4 and 10.5 is not simple even with linear differential equations. The results of this section are therefore are provided for numerical application, as well as for future investigations.

10.5

The delayed pulse-coupling

In this section we consider the integrate-and-fire model of the cardiac pacemaker with delayed pulsatile coupling. Sufficient conditions of synchronization are obtained for identical and non-identical oscillators. We omit proof of all assertions in this section as they are similar to those in previous part of the chapter. Delays arise naturally in many biological models [237]. In particular, they were considered in firefly models [62] as delay between stimulus and response, and in continuously coupled neuronal oscillators [182]. Authors of [109] considered the phenomenon for the Mirollo and Strogatz analysis, [216]. Identical oscillators were investigated. Two oscillators dynamics is discussed mathematically, and the multi-oscillatory system by computer simulations. It was found that the excitatory model of two units “can get only out-of-phase synchronization since in-phase synchronization proved to be not stable.” In paper [122] a model without leakage was discussed, that is, oscillators increase at a constant rate between moments of firing. It was found that a periodic solution is reached after a finite time. Consequently, research of integrate-and-fire models, which admit delays and fire in unison is still on the agenda. 10.5.1

The couple of identical oscillators

Let us start to analyze two identical oscillators, which satisfy, if they do not fire, the following differential equations xi = S − γ xi , where 0  xi  1, i = 1, 2. It is assumed that S, γ are positive numbers and κ =

(10.30) S γ

> 1.

192

Nonlinear Hybrid Continuous/Discrete-Time Models

When x j (t) = 1, then the oscillator fires, x j (t+) = 0. The firing changes value of the another oscillator, xi , such that xi (t+) = 0 if xi (t)  1 − ε ,

(10.31)

xi (t + τ +) = xi (t + τ ) + ε if xi (t) < 1 − ε .

(10.32)

and

We have that xi (s) = xi (t)e−γ (s−t) +

 s

e−γ (s−u) Sdu

t

near t. In what follows, assume that

κ −1 < e−γτ . κ −1+ε Then, from

xi (s)  xi (t) e−γ (s−t) +

 s

(10.33)

e−γ (s−u) Sdu

t

 (1 − ε )e−γτ + κ (1 − e−γτ ), and xi (t) < 1 − ε , we obtain that xi (s) < 1, for all s ∈ [t,t + τ ]. In other words oscillator xi does not achieve the threshold within interval [t,t + τ ], if the distance of xi (t) to threshold is more than ε . This is important for the construction of the prototype map, and makes a sense of condition (10.32). One must emphasis that couplings of units are not only delayed in our model. By (10.31) oscillators interact instantaneously, if they are near threshold. This assumption is natural as firing provokes another oscillator, which being close to threshold “is ready” to react instantaneously. Otherwise, the interaction is retarded. Next, we shall construct the prototype map. Fix a moment t = ζ , when x1 fires, and suppose that oscillators are not synchronized. In interval [ζ , ζ + τ ] oscillator x2 moves by law x2 (t) = x2 (ζ )e−γ (t−ζ ) +

 t ζ

e−γ (t−u) Sdu,

and x2 (ζ + τ ) = [x2 (ζ ) − κ ]e−γτ + κ . Denote t = η , the firing moment of x2 , then x2 (η ) = [x2 (ζ + τ ) + ε ]e−γ (η −ζ −τ ) + κ [1 − e−γ (η −ζ −τ ) ].

(10.34)

Integrate-and-fire

193

The equation x2 (η ) = 1 implies that e−γ (η −ζ ) =

1−κ , x2 (ζ ) − κ + ε1

(10.35)

where ε1 = ε eγτ . Since x1 (η ) = κ [1 − e−γ (η −ζ ) ], we have that x1 (η ) = κ

1 − (x2 (ζ ) + ε1 ) . κ − (x2 (ζ ) + ε1 )

(10.36)

Introduce the following map LD (v, ε ) = κ

1 − (v + ε1 ) , κ − (v + ε1 )

(10.37)

such that x1 (η ) = LD (x2 (ζ )), ε ). If t = ξ is the next to η firing moment of x2 , then one can similarly find that x2 (ξ ) = LD (x1 (η ), ε ). One can see that the map LD can be useful for our investigation, since it evaluates alternatively the sequence of values x1 and x2 at firing moments. Take τ > 0 so small that e−γτ > ε .

(10.38)

From (10.38) it implies that ε1 < 1. One can evaluate that LD (1 − ε1 , ε ) = 0. and the derivatives of the map in (0, 1 − ε1 ) satisfy LD (v, ε ) = κ

1−κ < 0, (κ − (v + ε1 ))2

(10.39)

1−κ <0 (κ − (v + ε ))3

(10.40)

and  LD (v, ε ) = 2κ

We can easily find that there is a fixed point of the map, + ε2 ε 1 v∗ = (κ − ) − κ 2 − κ + 1 , 2 4

(10.41)

and  LD (v∗ , ε ) < −1.

(10.42)

That is, fixed point v∗ is a repellor. Now, we will define an extension of LD on [0, 1] in the following way. Let 1 − ε1 ω =κ . κ − ε1

(10.43)

194

Nonlinear Hybrid Continuous/Discrete-Time Models

1 ω 1− ε

v∗

v

1− ε

1

1

Fig. 10.4 The graph of map LD in red, fixed point v∗ , and stabilized trajectory are seen.

One can see that 1 − ε < ω < 1, if eγτ <

κ . κ −1+ε

(10.44)

In what follows, we assume that ε is sufficiently small such that (10.33) implies (10.44). We set LD (0, ε ) = ω , and define LD (v, ε ) = 0, if 1 − ε1  v  1. Since LD : [0, 1] → [0, 1] is a monotonic continuous function and [0, 1] is an invariant set of this map, it is convenient for analysis by using iterations. The graph of this map is seen in Figure 10.4. Now, by applying properties of LD , and analyzing self-compositions of the map, one k have only one fixed point, v∗ , and can easily obtain that for all k  0 functions LD

|[LkD (v∗ , ε )] | > 1. We skip the discussion as it is respectively simple, and request a large place. Since all the maps LkD have one and the same fixed point, v∗ , there is not a k−periodic motion, k > 1, of the map. Consequently, for arbitrary point v = v∗ one has a stabilized k (v, ε )  1 − ε . trajectory present in Figure 10.4. The couple synchronizes when LD 1 −1 Next, we investigate the rate of synchronization. Set a0 = L−1 D (ω ) = 0, ak+1 = LD (ak ),

k = 0, 1, 2, . . . . κ Set T = 1γ ln κ −1 and denote by T the time needed for solution u(t, 0, v∗ ) of the equation

u = S − γ u, to achieve threshold. Since all oscillators fire within an interval of length T

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195

and the distance between two firing moments of an oscillator are not less than T, we can conclude that the following theorem is correct. Theorem 10.6. Assume that (10.33) and (10.38) are valid. If t0  0 is a firing moment, x1 (t0 ) = 1, x1 (t0 +) = 0, and x2 (t0 +) ∈ Sm for some natural number m, then the couple x1 , x2 of continuously coupled identical biological oscillators synchronizes within the time interval [t0 + m T,t0 + T m]. 2

10.5.2

Non-identical oscillators: the general case

To make our investigation closer to the real world problems one has to consider an ensemble of non-identical oscillators. We will discuss the following system of equations xi = (S + μi ) − (γ + ζi )xi ,

(10.45)

where 0  xi  1+ ξi , i = 1, 2, . . . , n. The constants S and γ are the same as in the last section such that κ =

S γ

> 1. Moreover, constants μi and ζi are sufficiently small for κi =

S+ μi γ +ζi

> 1.

When x j (t) = 1 + ξ j then the oscillator fires, x j (t+) = 0. The firing changes values of other oscillators xi , i = j, such that xi (t+) = 0 if xi (t)  1 − ε

(10.46)

xi (t + τ +) = xi (t + τ ) + ε + εi .

(10.47)

and, if xi (t) < 1 − ε , then

In what follows, we call real numbers ε , μi , ζi , ξi , εi , parameters, assuming the first one is positive. Moreover, constants μi , ζi , ξi , εi will be called parameters of perturbation. Assume that they are zeros to obtain the model of identical oscillators. We have that an exhibitory model is under discussion, that is ε + εi > 0 for all i. Coupling is all-to-all such that each firing elicits jumps in all non-firing oscillators. If several oscillators fire simultaneously, then other oscillators react as it just one oscillator fires. In other words, any firing acts only as a signal which abruptly provokes a state change, the intensity of the signal is not important, and pulse strengths are not additive. We have that xi (s) = xi (t)e−(γ +ζi )(s−t) +

 s t

e−(γ +ζi )(s−u) (S + μi )du,

(10.48)

near t. If one assume that condition (10.33) is valid, and constants μi and ζi are sufficiently small such that

κi − 1 < e−(γ +ζi )τ , κi − 1 + ε

(10.49)

196

Nonlinear Hybrid Continuous/Discrete-Time Models

then xi (s) < 1 for all s ∈ [t,t + τ ], if x(t) < 1 − ε . In this section we begin with analysis of a couple of oscillators of the ensemble of n oscillators, and find that the couple synchronizes if parameters close to zero. Then synchronization of the ensemble will be proved. Consider the model of n non-identical oscillators given by relations (10.30) and (10.32). Fix two of them, let say, x , xr . Lemma 10.3. Assume that conditions (10.33) and (10.38) are valid, t0  0 is a firing moment such that x (t0 ) = 1 + ξi , x (t0 +) = 0. If parameters are sufficiently close to zero, and absolute values of parameters of perturbation are sufficiently small with respect to ε , then the couple x , xr synchronizes within the time interval [t0 ,t0 + T ] if xr (t0 +) ∈ [a0 , a1 ) and within the time interval [t0 + m−1 T,t0 + (m + 1)T ], if xr (t0 +) ∈ Sm , m  1. 2

Let us extend the result of the last Lemma for the whole ensemble. Theorem 10.7. Assume that (10.33) and (10.38) are valid, t0  0 is a firing moment such that x j (t0 ) = 1 + ξ j , x j (t0 +) = 0. If the parameters are sufficiently close to zero, and absolute values of parameters of perturbation are sufficiently small with respect to ε , then the motion x(t) of the system synchronizes within the time interval [t0 ,t0 + T ], if xi (t0 +) ∈ [a0 , a1 ), i = j, and within the time interval [t0 + 1 (maxi = j ki − 1)T,t0 + (maxi = j ki + 1)T ], 2

if there exist xs (t0 +) ∈ [a0 , a1 ) for some s = j and xi (t0 +) ∈ Ski , i = j. Let us introduce a more general system of oscillators such that Theorem 10.7 is still true. Consider a system of n oscillators given such that if i-th oscillator does not fire or jump up, it satisfies i-th equation of system (10.30). If several oscillators xis , s = 1, 2, . . . , k, fire such that xis (t) = 1 + φ (t, x(t), x(t − τis ), where |φ (t, x(t), x(t − τi )| < ξi , i = 1, 2, . . . , n, and xis (t+) = 0, then all other oscillators xi p , p = k + 1, k + 1, . . . , n, change their coordinates by law xi (t+) = 0, if xi (t)  1 − ε

(10.50)

and, if xi (t) < 1 − ε , then k

xi (t + τ +) = xi (t + τ ) + ε + ∑ εi p is .

(10.51)

s=1

One can easily see that the last theorem is correct for the model just have been described, if

ε + ∑ks=1 εi p is > 0, for all possible k, i p and is , and we assume that εi j are also parameters of perturbation. Moreover, one can easily see that initial functions for thresholds conditions can be chosen arbitrarily with values in the domain of the system.

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197

Remark 10.4. Our preliminary analysis shows that the dynamics in a neighborhood of v∗ can be very complex. We do not exclude that a chaos appearance can be observed, and trajectories may belong to a fractal, if parameters are not small. It does not contradict the zero Lebesgue measure of non-synchronized points. Possibly, analysis of non-identical oscillators with not small parameters is of significant interests to explore arrhythmias, earthquakes, chaotic flashing of fireflies, etc. Remark 10.5. The time of synchronization for a given initial point does not increase if number of oscillators increases (but the parameters needed to be closer to zero). This property, possibly, can be accepted as a small-world phenomenon. 10.5.3

The simulation result

To demonstrate our main result numerically, let us consider a model of 100 oscillators, which initial values are randomly uniform distributed in [0, 1]. Their differential equations are of form xi = (4.1 + 0.01 ∗ sort(rand(1, n)) − (3.2 + 0.01 ∗ sort(rand(1, n))xi , and thresholds 1 + 0.005 ∗ sort(rand(1, n)), i = 1, 2, . . . , 100, where deviations of coefficients the threshold are also uniformly random in [0, 1]. We place the result of simulation with ε = 0.06 and τ = 0.002 in Figure 10.5, where the state of the system is shown at the initial moment, before the 183-th jump, before the 366-th jump and the last is before the 549-th jump. That is, it is obvious that eventually all oscillators fire in unison.

Notes A version of the integrate-and-fire model of pulse-coupled and non-identical oscillators is investigated in this chapter. We have solved the second Peskin’s conjecture, though we have not showed that the measure of non-synchronized initial values is zero as it was shown in [216] for identical oscillators. However, we have located non-synchronized points, and showed that the time of synchronization infinitely increases as the region of points to be synchronized enlarges. Moreover, it is not necessary, in applications, for all points of the domain to fire in unison, and it is sufficient for the neighborhood of a motion to be synchronized.

Nonlinear Hybrid Continuous/Discrete-Time Models

0.8 0.6 0.4 0.2 0

state of the system

state of the system

1

0

50 oscillators

1 0.8 0.6 0.4 0.2 0

0

50 oscillators

100

1 0.8 0.6 0.4 0.2 0

100

state of the system

state of the system

198

0

50 oscillators

100

50 oscillators

100

1 0.8 0.6 0.4 0.2 0

0

Fig. 10.5 The state of the model before the first, the 183-th, 366-th, and 549-th jump is seen. The flat fragments of the graph are groups of oscillators firing in unison.

A prototype map is introduced that helps to precise the results for a system of two identical oscillators and to solve the problem for the multi-non-identical-oscillators model. The map is, in fact a Poincar´e map if one considers the identity of oscillators. The approach in this chapter is universal. For example, it can be applied if the thresholds are of the form 1 + φ (t, x) or 1 + φ (t), which represents an oscillating signal in physiology [127] and a variation of the threshold of the electronic relaxation oscillator [266]. Moreover, the jump’s value ε as well as its perturbations may depend on x. The method can be easily extended for models, where differential equations have discontinuous right-hand sides, and only the existence of the map L with request properties are important to get appropriate results. Not only exhibitory, but inhibitory models of oscillators can be investigated, as well as delay of couplings [22, 62, 109, 122], and continuous couplings generated by firing [23, 301]. One can consider the models in this chapter as discontinuous cooperative systems [290]. Consequently, we expect that by applying methods of dynamical systems with variable moments of discontinuity, the results on monotone systems [158,159,290] can be extended for these models. There is a rich collection of results on oscillators, obtained through experiments and simu-

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199

lations. The approach of the present chapter can give theoretical background for them and also form a basis for new ones. It can be applied not only to the problems of synchronization, but also to periodic, almost periodic motions, and the complex behavior of biological models. New small-world phenomena can be discovered. One can now request a certain property for the map L and then look for a system which meets the property. Thus, many new theoretical challenges can be brought under discussion. Conversely, if a system is given, then one can construct the corresponding map L, and by analyzing find new features which have not been mentioned in the present investigation. The cardiac pacemaker model of identical and non-identical oscillators with delayed pulsecouplings is investigated in Section 10.5. We apply the method of investigation proposed in previous sections, which is based on a specially defined map. Sufficient conditions are found such that delay involvement in the Peskin’s model does not change the synchronization result for identical and non-identical oscillators [22, 216, 262]. The result has a biological sense, since retardation is often presents in biological processes and if one proves that a phenomenon preserves even with delays, that makes us more confident that the model is adequate to the reality. Moreover, the method of treatment of models with delay can be useful for neural networks and earthquake faults [109, 122, 157, 163, 246] analysis. All proved assertions can be easily specified with τ = 0, to obtain synchronization of the Peskin’s model for identical [216, 262] and nonidentical [22] oscillators. In particular, from the theorem of Subsection 10.5.1 one can obtain the result of Example 10.2. Main results of this chapter are published in [22, 24].

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